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% | 4.11 CHF | 4.12 CHF | 31,000 | 31,000 | 31,093 | 31,093 | 128,636 CHF | 128,947 CHF | 99.44% | 99.44% |
12/07/2024 | 0.23% | 4.34 CHF | 4.35 CHF | 30,000 | 30,000 | 30,367 | 30,367 | 131,044 CHF | 131,348 CHF | 99.99% | 99.99% |
11/07/2024 | 0.24% | 4.32 CHF | 4.33 CHF | 31,000 | 31,000 | 30,845 | 30,845 | 130,157 CHF | 130,466 CHF | 99.82% | 99.82% |
10/07/2024 | 0.24% | 4.15 CHF | 4.16 CHF | 31,000 | 31,000 | 31,204 | 31,204 | 128,859 CHF | 129,171 CHF | 100.00% | 100.00% |
09/07/2024 | 0.24% | 4.06 CHF | 4.07 CHF | 32,000 | 32,000 | 31,147 | 31,147 | 128,781 CHF | 129,092 CHF | 99.77% | 99.77% |
08/07/2024 | 0.24% | 4.15 CHF | 4.16 CHF | 31,000 | 31,000 | 30,872 | 30,872 | 128,570 CHF | 128,879 CHF | 100.00% | 100.00% |
05/07/2024 | 0.24% | 4.23 CHF | 4.24 CHF | 31,000 | 31,000 | 30,872 | 30,872 | 129,847 CHF | 130,156 CHF | 99.81% | 99.81% |
04/07/2024 | 0.24% | 4.12 CHF | 4.13 CHF | 31,000 | 31,000 | 31,793 | 31,793 | 130,384 CHF | 130,702 CHF | 100.00% | 100.00% |
03/07/2024 | 0.25% | 4.08 CHF | 4.09 CHF | 32,000 | 32,000 | 31,868 | 31,868 | 126,928 CHF | 127,247 CHF | 100.00% | 100.00% |
02/07/2024 | 0.25% | 3.98 CHF | 3.99 CHF | 32,000 | 32,000 | 31,868 | 31,868 | 127,164 CHF | 127,483 CHF | 100.00% | 100.00% |