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 | 0.21% | 4.68 CHF | 4.69 CHF | 35,000 | 35,000 | 34,144 | 34,144 | 161,104 CHF | 161,446 CHF | 99.95% | 99.95% |
12/07/2024 | 0.22% | 4.66 CHF | 4.67 CHF | 35,000 | 35,000 | 34,672 | 34,672 | 161,008 CHF | 161,355 CHF | 100.00% | 100.00% |
11/07/2024 | 0.22% | 4.65 CHF | 4.66 CHF | 35,000 | 35,000 | 34,307 | 34,307 | 160,939 CHF | 161,282 CHF | 99.97% | 99.97% |
10/07/2024 | 0.22% | 4.64 CHF | 4.65 CHF | 35,000 | 35,000 | 34,672 | 34,672 | 159,374 CHF | 159,721 CHF | 100.00% | 100.00% |
09/07/2024 | 0.22% | 4.65 CHF | 4.66 CHF | 35,000 | 35,000 | 34,306 | 34,306 | 159,847 CHF | 160,190 CHF | 100.00% | 100.00% |
08/07/2024 | 0.22% | 4.61 CHF | 4.62 CHF | 35,000 | 35,000 | 34,672 | 34,672 | 156,571 CHF | 156,918 CHF | 100.00% | 100.00% |
05/07/2024 | 0.23% | 4.32 CHF | 4.33 CHF | 36,000 | 36,000 | 35,424 | 35,424 | 154,601 CHF | 154,955 CHF | 99.82% | 99.82% |
04/07/2024 | 0.23% | 4.37 CHF | 4.38 CHF | 36,000 | 36,000 | 35,647 | 35,647 | 155,037 CHF | 155,394 CHF | 100.00% | 100.00% |
03/07/2024 | 0.24% | 4.27 CHF | 4.28 CHF | 36,000 | 36,000 | 35,662 | 35,662 | 152,517 CHF | 152,874 CHF | 99.73% | 99.73% |
02/07/2024 | 0.23% | 4.39 CHF | 4.40 CHF | 35,000 | 35,000 | 35,322 | 35,322 | 152,891 CHF | 153,244 CHF | 99.43% | 99.43% |