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 | 0.20% | 4.90 CHF | 4.91 CHF | 35,000 | 35,000 | 34,131 | 34,131 | 168,314 CHF | 168,655 CHF | 99.84% | 99.84% |
12/07/2024 | 0.21% | 4.87 CHF | 4.88 CHF | 35,000 | 35,000 | 34,672 | 34,672 | 168,357 CHF | 168,704 CHF | 100.00% | 100.00% |
11/07/2024 | 0.21% | 4.86 CHF | 4.87 CHF | 35,000 | 35,000 | 34,307 | 34,307 | 168,144 CHF | 168,487 CHF | 99.97% | 99.97% |
10/07/2024 | 0.21% | 4.85 CHF | 4.86 CHF | 35,000 | 35,000 | 34,672 | 34,672 | 166,769 CHF | 167,116 CHF | 100.00% | 100.00% |
09/07/2024 | 0.21% | 4.86 CHF | 4.87 CHF | 35,000 | 35,000 | 34,306 | 34,306 | 167,053 CHF | 167,397 CHF | 100.00% | 100.00% |
08/07/2024 | 0.21% | 4.82 CHF | 4.83 CHF | 35,000 | 35,000 | 34,672 | 34,672 | 163,869 CHF | 164,216 CHF | 100.00% | 100.00% |
05/07/2024 | 0.22% | 4.53 CHF | 4.54 CHF | 36,000 | 36,000 | 35,427 | 35,427 | 162,059 CHF | 162,413 CHF | 99.82% | 99.82% |
04/07/2024 | 0.22% | 4.58 CHF | 4.59 CHF | 36,000 | 36,000 | 35,647 | 35,647 | 162,523 CHF | 162,880 CHF | 100.00% | 100.00% |
03/07/2024 | 0.22% | 4.49 CHF | 4.50 CHF | 36,000 | 36,000 | 35,662 | 35,662 | 160,078 CHF | 160,435 CHF | 99.82% | 99.82% |
02/07/2024 | 0.22% | 4.60 CHF | 4.61 CHF | 35,000 | 35,000 | 35,321 | 35,321 | 160,305 CHF | 160,659 CHF | 99.43% | 99.43% |