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% | 4.43 CHF | 4.44 CHF | 45,000 | 45,000 | 44,908 | 44,908 | 200,255 CHF | 200,704 CHF | 99.99% | 99.99% |
12/07/2024 | 0.23% | 4.44 CHF | 4.45 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 199,255 CHF | 199,705 CHF | 100.00% | 100.00% |
11/07/2024 | 0.22% | 4.47 CHF | 4.48 CHF | 45,000 | 45,000 | 44,896 | 44,896 | 200,785 CHF | 201,235 CHF | 99.99% | 99.99% |
10/07/2024 | 0.23% | 4.46 CHF | 4.47 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 199,215 CHF | 199,665 CHF | 100.00% | 100.00% |
09/07/2024 | 0.23% | 4.38 CHF | 4.39 CHF | 45,000 | 45,000 | 44,947 | 44,947 | 197,546 CHF | 197,996 CHF | 100.00% | 100.00% |
08/07/2024 | 0.23% | 4.37 CHF | 4.38 CHF | 45,000 | 45,000 | 45,006 | 45,006 | 197,612 CHF | 198,062 CHF | 99.75% | 99.75% |
05/07/2024 | 0.23% | 4.27 CHF | 4.28 CHF | 46,000 | 46,000 | 46,000 | 46,000 | 197,923 CHF | 198,383 CHF | 99.99% | 99.99% |
04/07/2024 | 0.23% | 4.30 CHF | 4.31 CHF | 46,000 | 46,000 | 46,000 | 46,000 | 197,557 CHF | 198,017 CHF | 100.00% | 100.00% |
03/07/2024 | 0.24% | 4.22 CHF | 4.23 CHF | 46,000 | 46,000 | 46,242 | 46,242 | 194,502 CHF | 194,964 CHF | 100.00% | 100.00% |
02/07/2024 | 0.23% | 4.30 CHF | 4.31 CHF | 46,000 | 46,000 | 46,000 | 46,000 | 196,339 CHF | 196,799 CHF | 100.00% | 100.00% |