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 | 0.26% | 3.81 CHF | 3.82 CHF | 66,000 | 66,000 | 65,382 | 65,382 | 249,300 CHF | 249,955 CHF | 99.98% | 99.98% |
12/07/2024 | 0.26% | 3.90 CHF | 3.91 CHF | 65,000 | 65,000 | 64,389 | 64,389 | 253,099 CHF | 253,744 CHF | 99.97% | 99.97% |
11/07/2024 | 0.26% | 3.86 CHF | 3.87 CHF | 65,000 | 65,000 | 64,846 | 64,846 | 248,818 CHF | 249,467 CHF | 99.73% | 99.73% |
10/07/2024 | 0.27% | 3.85 CHF | 3.86 CHF | 65,000 | 65,000 | 65,352 | 65,352 | 246,369 CHF | 247,023 CHF | 99.97% | 99.97% |
09/07/2024 | 0.26% | 3.84 CHF | 3.85 CHF | 65,000 | 65,000 | 65,133 | 65,133 | 248,555 CHF | 249,207 CHF | 99.95% | 99.95% |
08/07/2024 | 0.26% | 3.88 CHF | 3.89 CHF | 65,000 | 65,000 | 64,389 | 64,389 | 248,244 CHF | 248,889 CHF | 100.00% | 100.00% |
05/07/2024 | 0.25% | 4.03 CHF | 4.04 CHF | 64,000 | 64,000 | 63,400 | 63,400 | 253,558 CHF | 254,193 CHF | 100.00% | 100.00% |
04/07/2024 | 0.26% | 4.00 CHF | 4.01 CHF | 64,000 | 64,000 | 63,445 | 63,445 | 251,082 CHF | 251,718 CHF | 100.00% | 100.00% |
03/07/2024 | 0.26% | 3.91 CHF | 3.92 CHF | 65,000 | 65,000 | 63,785 | 63,785 | 250,473 CHF | 251,111 CHF | 100.00% | 100.00% |
02/07/2024 | 0.25% | 3.97 CHF | 3.98 CHF | 64,000 | 64,000 | 62,781 | 62,781 | 252,047 CHF | 252,675 CHF | 99.91% | 99.91% |