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% | 4.60 CHF | 4.61 CHF | 45,000 | 45,000 | 44,908 | 44,908 | 208,103 CHF | 208,552 CHF | 100.00% | 100.00% |
12/07/2024 | 0.22% | 4.62 CHF | 4.63 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 207,136 CHF | 207,586 CHF | 100.00% | 100.00% |
11/07/2024 | 0.22% | 4.64 CHF | 4.65 CHF | 45,000 | 45,000 | 44,894 | 44,894 | 208,640 CHF | 209,090 CHF | 99.98% | 99.98% |
10/07/2024 | 0.22% | 4.63 CHF | 4.64 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 207,105 CHF | 207,555 CHF | 100.00% | 100.00% |
09/07/2024 | 0.22% | 4.56 CHF | 4.57 CHF | 45,000 | 45,000 | 44,947 | 44,947 | 205,447 CHF | 205,897 CHF | 100.00% | 100.00% |
08/07/2024 | 0.22% | 4.54 CHF | 4.55 CHF | 45,000 | 45,000 | 45,006 | 45,006 | 205,513 CHF | 205,963 CHF | 99.99% | 99.99% |
05/07/2024 | 0.22% | 4.45 CHF | 4.46 CHF | 46,000 | 46,000 | 46,000 | 46,000 | 206,010 CHF | 206,470 CHF | 100.00% | 100.00% |
04/07/2024 | 0.22% | 4.48 CHF | 4.49 CHF | 46,000 | 46,000 | 46,000 | 46,000 | 205,683 CHF | 206,143 CHF | 100.00% | 100.00% |
03/07/2024 | 0.23% | 4.40 CHF | 4.41 CHF | 46,000 | 46,000 | 46,243 | 46,243 | 202,690 CHF | 203,152 CHF | 100.00% | 100.00% |
02/07/2024 | 0.22% | 4.47 CHF | 4.48 CHF | 46,000 | 46,000 | 46,000 | 46,000 | 204,443 CHF | 204,903 CHF | 100.00% | 100.00% |