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% | 4.63 CHF | 4.64 CHF | 81,000 | 81,000 | 80,994 | 80,994 | 373,795 CHF | 374,605 CHF | 100.00% | 100.00% |
12/07/2024 | 0.21% | 4.64 CHF | 4.65 CHF | 81,000 | 81,000 | 80,532 | 80,532 | 374,274 CHF | 375,080 CHF | 100.00% | 100.00% |
11/07/2024 | 0.22% | 4.57 CHF | 4.58 CHF | 82,000 | 82,000 | 81,580 | 81,580 | 372,513 CHF | 373,329 CHF | 99.99% | 99.99% |
10/07/2024 | 0.22% | 4.59 CHF | 4.60 CHF | 81,000 | 81,000 | 81,104 | 81,104 | 372,163 CHF | 372,974 CHF | 100.00% | 100.00% |
09/07/2024 | 0.22% | 4.59 CHF | 4.60 CHF | 81,000 | 81,000 | 81,117 | 81,117 | 374,035 CHF | 374,846 CHF | 100.00% | 100.00% |
08/07/2024 | 0.21% | 4.75 CHF | 4.76 CHF | 79,000 | 79,000 | 79,017 | 79,017 | 376,906 CHF | 377,696 CHF | 100.00% | 100.00% |
05/07/2024 | 0.21% | 4.77 CHF | 4.78 CHF | 79,000 | 79,000 | 78,221 | 78,221 | 376,967 CHF | 377,749 CHF | 99.81% | 99.81% |
04/07/2024 | 0.21% | 4.85 CHF | 4.86 CHF | 78,000 | 78,000 | 78,603 | 78,603 | 378,164 CHF | 378,950 CHF | 99.50% | 99.50% |
03/07/2024 | 0.21% | 4.75 CHF | 4.76 CHF | 79,000 | 79,000 | 79,225 | 79,225 | 375,744 CHF | 376,536 CHF | 99.36% | 99.36% |
02/07/2024 | 0.21% | 4.67 CHF | 4.68 CHF | 80,000 | 80,000 | 80,337 | 80,337 | 374,757 CHF | 375,561 CHF | 100.00% | 100.00% |