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% | 4.48 CHF | 4.49 CHF | 31,000 | 31,000 | 31,093 | 31,093 | 140,115 CHF | 140,425 CHF | 99.44% | 99.44% |
12/07/2024 | 0.21% | 4.71 CHF | 4.72 CHF | 30,000 | 30,000 | 30,367 | 30,367 | 142,286 CHF | 142,590 CHF | 100.00% | 100.00% |
11/07/2024 | 0.22% | 4.69 CHF | 4.70 CHF | 31,000 | 31,000 | 30,844 | 30,844 | 141,473 CHF | 141,782 CHF | 99.81% | 99.81% |
10/07/2024 | 0.22% | 4.52 CHF | 4.53 CHF | 31,000 | 31,000 | 31,204 | 31,204 | 140,327 CHF | 140,639 CHF | 100.00% | 100.00% |
09/07/2024 | 0.22% | 4.43 CHF | 4.44 CHF | 32,000 | 32,000 | 31,147 | 31,147 | 140,229 CHF | 140,541 CHF | 99.74% | 99.74% |
08/07/2024 | 0.22% | 4.51 CHF | 4.52 CHF | 31,000 | 31,000 | 30,872 | 30,872 | 139,927 CHF | 140,236 CHF | 99.99% | 99.99% |
05/07/2024 | 0.22% | 4.59 CHF | 4.60 CHF | 31,000 | 31,000 | 30,872 | 30,872 | 141,224 CHF | 141,532 CHF | 99.81% | 99.81% |
04/07/2024 | 0.22% | 4.49 CHF | 4.50 CHF | 31,000 | 31,000 | 31,793 | 31,793 | 142,089 CHF | 142,407 CHF | 100.00% | 100.00% |
03/07/2024 | 0.23% | 4.44 CHF | 4.45 CHF | 32,000 | 32,000 | 31,868 | 31,868 | 138,552 CHF | 138,870 CHF | 100.00% | 100.00% |
02/07/2024 | 0.23% | 4.34 CHF | 4.35 CHF | 32,000 | 32,000 | 31,868 | 31,868 | 138,749 CHF | 139,067 CHF | 100.00% | 100.00% |