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% | 4.05 CHF | 4.06 CHF | 50,500 | 50,500 | 49,691 | 49,691 | 204,272 CHF | 204,770 CHF | 100.00% | 100.00% |
12/07/2024 | 0.25% | 4.07 CHF | 4.08 CHF | 50,500 | 50,500 | 49,905 | 49,905 | 203,750 CHF | 204,250 CHF | 100.00% | 100.00% |
11/07/2024 | 0.25% | 4.07 CHF | 4.08 CHF | 50,000 | 50,000 | 49,585 | 49,585 | 204,088 CHF | 204,584 CHF | 99.93% | 99.93% |
10/07/2024 | 0.25% | 4.04 CHF | 4.05 CHF | 50,500 | 50,500 | 50,025 | 50,025 | 200,512 CHF | 201,013 CHF | 100.00% | 100.00% |
09/07/2024 | 0.25% | 3.96 CHF | 3.97 CHF | 50,500 | 50,500 | 50,075 | 50,075 | 199,588 CHF | 200,089 CHF | 99.42% | 99.42% |
08/07/2024 | 0.26% | 3.95 CHF | 3.96 CHF | 51,000 | 51,000 | 50,480 | 50,480 | 198,839 CHF | 199,344 CHF | 100.00% | 100.00% |
05/07/2024 | 0.26% | 3.87 CHF | 3.88 CHF | 51,500 | 51,500 | 50,726 | 50,726 | 197,555 CHF | 198,063 CHF | 100.00% | 100.00% |
04/07/2024 | 0.25% | 3.97 CHF | 3.98 CHF | 51,000 | 51,000 | 50,414 | 50,414 | 199,831 CHF | 200,336 CHF | 100.00% | 100.00% |
03/07/2024 | 0.26% | 3.91 CHF | 3.92 CHF | 51,000 | 51,000 | 50,649 | 50,649 | 197,721 CHF | 198,228 CHF | 100.00% | 100.00% |
02/07/2024 | 0.25% | 3.98 CHF | 3.99 CHF | 50,500 | 50,500 | 50,170 | 50,170 | 199,803 CHF | 200,305 CHF | 99.94% | 99.94% |