Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 0.24% | 4.02 CHF | 4.03 CHF | 32,000 | 32,000 | 31,546 | 31,546 | 129,843 CHF | 130,159 CHF | 99.97% | 99.97% |
12/07/2024 | 0.25% | 4.21 CHF | 4.22 CHF | 31,900 | 31,900 | 32,381 | 32,381 | 130,714 CHF | 131,038 CHF | 100.00% | 100.00% |
11/07/2024 | 0.25% | 4.04 CHF | 4.05 CHF | 31,900 | 31,900 | 31,761 | 31,761 | 127,679 CHF | 127,997 CHF | 100.00% | 100.00% |
10/07/2024 | 0.24% | 4.17 CHF | 4.18 CHF | 32,400 | 32,400 | 32,266 | 32,266 | 133,689 CHF | 134,011 CHF | 100.00% | 100.00% |
09/07/2024 | 0.24% | 4.13 CHF | 4.14 CHF | 32,300 | 32,300 | 31,913 | 31,913 | 134,616 CHF | 134,935 CHF | 99.99% | 99.99% |
08/07/2024 | 0.25% | 4.03 CHF | 4.04 CHF | 33,800 | 33,800 | 33,661 | 33,661 | 134,622 CHF | 134,958 CHF | 99.99% | 99.99% |
05/07/2024 | 0.26% | 3.86 CHF | 3.87 CHF | 33,900 | 33,900 | 33,760 | 33,760 | 131,590 CHF | 131,927 CHF | 99.81% | 99.81% |
04/07/2024 | 0.26% | 3.90 CHF | 3.91 CHF | 34,200 | 34,200 | 34,058 | 34,058 | 131,577 CHF | 131,917 CHF | 99.49% | 99.49% |
03/07/2024 | 0.27% | 3.80 CHF | 3.81 CHF | 33,400 | 33,400 | 33,851 | 33,851 | 127,311 CHF | 127,650 CHF | 99.91% | 99.91% |
02/07/2024 | 0.26% | 3.95 CHF | 3.96 CHF | 33,400 | 33,400 | 33,691 | 33,691 | 129,535 CHF | 129,872 CHF | 99.99% | 99.99% |