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 | 0.23% | 4.39 CHF | 4.40 CHF | 50,500 | 50,500 | 49,699 | 49,699 | 221,455 CHF | 221,952 CHF | 100.00% | 100.00% |
12/07/2024 | 0.23% | 4.42 CHF | 4.43 CHF | 50,500 | 50,500 | 49,917 | 49,917 | 220,977 CHF | 221,477 CHF | 100.00% | 100.00% |
11/07/2024 | 0.23% | 4.42 CHF | 4.43 CHF | 50,000 | 50,000 | 49,584 | 49,584 | 221,168 CHF | 221,664 CHF | 99.28% | 99.28% |
10/07/2024 | 0.23% | 4.38 CHF | 4.39 CHF | 50,500 | 50,500 | 50,026 | 50,026 | 217,726 CHF | 218,227 CHF | 100.00% | 100.00% |
09/07/2024 | 0.23% | 4.31 CHF | 4.32 CHF | 50,500 | 50,500 | 50,077 | 50,077 | 216,856 CHF | 217,358 CHF | 99.52% | 99.52% |
08/07/2024 | 0.24% | 4.30 CHF | 4.31 CHF | 51,000 | 51,000 | 50,479 | 50,479 | 216,265 CHF | 216,771 CHF | 100.00% | 100.00% |
05/07/2024 | 0.24% | 4.21 CHF | 4.22 CHF | 51,500 | 51,500 | 50,730 | 50,730 | 215,024 CHF | 215,532 CHF | 99.28% | 99.28% |
04/07/2024 | 0.23% | 4.31 CHF | 4.32 CHF | 51,000 | 51,000 | 50,408 | 50,408 | 217,159 CHF | 217,664 CHF | 100.00% | 100.00% |
03/07/2024 | 0.24% | 4.26 CHF | 4.27 CHF | 51,000 | 51,000 | 50,663 | 50,663 | 215,220 CHF | 215,727 CHF | 100.00% | 100.00% |
02/07/2024 | 0.23% | 4.33 CHF | 4.34 CHF | 50,500 | 50,500 | 50,156 | 50,156 | 217,051 CHF | 217,553 CHF | 99.82% | 99.82% |