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 | 0.20% | 4.90 CHF | 4.91 CHF | 45,000 | 45,000 | 44,908 | 44,908 | 221,785 CHF | 222,234 CHF | 100.00% | 100.00% |
12/07/2024 | 0.20% | 4.92 CHF | 4.93 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 220,789 CHF | 221,239 CHF | 99.99% | 99.99% |
11/07/2024 | 0.20% | 4.95 CHF | 4.96 CHF | 45,000 | 45,000 | 44,896 | 44,896 | 222,284 CHF | 222,733 CHF | 99.98% | 99.98% |
10/07/2024 | 0.20% | 4.94 CHF | 4.95 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 220,770 CHF | 221,220 CHF | 100.00% | 100.00% |
09/07/2024 | 0.21% | 4.86 CHF | 4.87 CHF | 45,000 | 45,000 | 44,947 | 44,947 | 219,073 CHF | 219,523 CHF | 100.00% | 100.00% |
08/07/2024 | 0.21% | 4.85 CHF | 4.86 CHF | 45,000 | 45,000 | 45,006 | 45,006 | 219,161 CHF | 219,611 CHF | 100.00% | 100.00% |
05/07/2024 | 0.21% | 4.75 CHF | 4.76 CHF | 46,000 | 46,000 | 46,000 | 46,000 | 219,936 CHF | 220,396 CHF | 100.00% | 100.00% |
04/07/2024 | 0.21% | 4.78 CHF | 4.79 CHF | 46,000 | 46,000 | 46,000 | 46,000 | 219,570 CHF | 220,030 CHF | 100.00% | 100.00% |
03/07/2024 | 0.21% | 4.70 CHF | 4.71 CHF | 46,000 | 46,000 | 46,242 | 46,242 | 216,619 CHF | 217,082 CHF | 100.00% | 100.00% |
02/07/2024 | 0.21% | 4.78 CHF | 4.79 CHF | 46,000 | 46,000 | 46,000 | 46,000 | 218,345 CHF | 218,805 CHF | 99.99% | 99.99% |