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 | 0.22% | 4.55 CHF | 4.56 CHF | 50,000 | 50,000 | 48,239 | 48,239 | 219,721 CHF | 220,204 CHF | 100.00% | 100.00% |
12/07/2024 | 0.22% | 4.62 CHF | 4.63 CHF | 49,000 | 49,000 | 47,736 | 47,736 | 219,548 CHF | 220,025 CHF | 100.00% | 100.00% |
11/07/2024 | 0.22% | 4.58 CHF | 4.59 CHF | 49,000 | 49,000 | 47,696 | 47,696 | 219,170 CHF | 219,647 CHF | 100.00% | 100.00% |
10/07/2024 | 0.22% | 4.53 CHF | 4.54 CHF | 50,000 | 50,000 | 48,768 | 48,768 | 219,248 CHF | 219,735 CHF | 100.00% | 100.00% |
09/07/2024 | 0.22% | 4.50 CHF | 4.51 CHF | 50,000 | 50,000 | 48,622 | 48,622 | 220,529 CHF | 221,015 CHF | 100.00% | 100.00% |
08/07/2024 | 0.22% | 4.51 CHF | 4.52 CHF | 50,000 | 50,000 | 48,697 | 48,697 | 219,120 CHF | 219,607 CHF | 99.99% | 99.99% |
05/07/2024 | 0.22% | 4.56 CHF | 4.57 CHF | 50,000 | 50,000 | 47,919 | 47,919 | 220,229 CHF | 220,708 CHF | 99.82% | 99.82% |
04/07/2024 | 0.21% | 4.69 CHF | 4.70 CHF | 49,000 | 49,000 | 47,717 | 47,717 | 223,122 CHF | 223,599 CHF | 99.50% | 99.50% |
03/07/2024 | 0.22% | 4.65 CHF | 4.66 CHF | 49,000 | 49,000 | 47,902 | 47,902 | 220,560 CHF | 221,039 CHF | 99.36% | 99.36% |
02/07/2024 | 0.22% | 4.44 CHF | 4.45 CHF | 51,000 | 51,000 | 49,539 | 49,539 | 220,275 CHF | 220,771 CHF | 100.00% | 100.00% |