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 | 0.24% | 4.16 CHF | 4.17 CHF | 66,000 | 66,000 | 65,382 | 65,382 | 271,912 CHF | 272,567 CHF | 99.99% | 99.99% |
12/07/2024 | 0.24% | 4.25 CHF | 4.26 CHF | 65,000 | 65,000 | 64,389 | 64,389 | 275,399 CHF | 276,043 CHF | 100.00% | 100.00% |
11/07/2024 | 0.24% | 4.21 CHF | 4.22 CHF | 65,000 | 65,000 | 64,898 | 64,898 | 271,535 CHF | 272,184 CHF | 99.72% | 99.72% |
10/07/2024 | 0.25% | 4.19 CHF | 4.20 CHF | 65,000 | 65,000 | 65,355 | 65,355 | 269,096 CHF | 269,751 CHF | 100.00% | 100.00% |
09/07/2024 | 0.24% | 4.19 CHF | 4.20 CHF | 65,000 | 65,000 | 65,156 | 65,156 | 271,281 CHF | 271,933 CHF | 100.00% | 100.00% |
08/07/2024 | 0.24% | 4.23 CHF | 4.24 CHF | 65,000 | 65,000 | 64,389 | 64,389 | 270,559 CHF | 271,204 CHF | 100.00% | 100.00% |
05/07/2024 | 0.23% | 4.38 CHF | 4.39 CHF | 64,000 | 64,000 | 63,399 | 63,399 | 275,581 CHF | 276,215 CHF | 99.83% | 99.83% |
04/07/2024 | 0.23% | 4.35 CHF | 4.36 CHF | 64,000 | 64,000 | 63,444 | 63,444 | 273,176 CHF | 273,811 CHF | 100.00% | 100.00% |
03/07/2024 | 0.24% | 4.26 CHF | 4.27 CHF | 65,000 | 65,000 | 63,820 | 63,820 | 272,876 CHF | 273,515 CHF | 99.98% | 99.98% |
02/07/2024 | 0.23% | 4.32 CHF | 4.33 CHF | 64,000 | 64,000 | 62,780 | 62,780 | 273,973 CHF | 274,601 CHF | 99.80% | 99.80% |