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 | 0.25% | 3.95 CHF | 3.96 CHF | 45,000 | 45,000 | 44,908 | 44,908 | 178,907 CHF | 179,356 CHF | 100.00% | 100.00% |
12/07/2024 | 0.25% | 3.97 CHF | 3.98 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 177,871 CHF | 178,321 CHF | 100.00% | 100.00% |
11/07/2024 | 0.25% | 4.00 CHF | 4.01 CHF | 45,000 | 45,000 | 44,893 | 44,893 | 179,466 CHF | 179,916 CHF | 99.99% | 99.99% |
10/07/2024 | 0.25% | 3.98 CHF | 3.99 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 177,853 CHF | 178,303 CHF | 100.00% | 100.00% |
09/07/2024 | 0.26% | 3.91 CHF | 3.92 CHF | 45,000 | 45,000 | 44,947 | 44,947 | 176,215 CHF | 176,665 CHF | 100.00% | 100.00% |
08/07/2024 | 0.26% | 3.89 CHF | 3.90 CHF | 45,000 | 45,000 | 45,006 | 45,006 | 176,254 CHF | 176,704 CHF | 100.00% | 100.00% |
05/07/2024 | 0.26% | 3.80 CHF | 3.81 CHF | 46,000 | 46,000 | 46,000 | 46,000 | 176,073 CHF | 176,533 CHF | 99.99% | 99.99% |
04/07/2024 | 0.26% | 3.83 CHF | 3.84 CHF | 46,000 | 46,000 | 46,000 | 46,000 | 175,756 CHF | 176,216 CHF | 100.00% | 100.00% |
03/07/2024 | 0.27% | 3.74 CHF | 3.75 CHF | 46,000 | 46,000 | 46,242 | 46,242 | 172,571 CHF | 173,034 CHF | 100.00% | 100.00% |
02/07/2024 | 0.26% | 3.82 CHF | 3.83 CHF | 46,000 | 46,000 | 46,000 | 46,000 | 174,520 CHF | 174,980 CHF | 100.00% | 100.00% |