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% | 4.22 CHF | 4.23 CHF | 66,000 | 66,000 | 65,382 | 65,382 | 276,415 CHF | 277,070 CHF | 100.00% | 100.00% |
12/07/2024 | 0.23% | 4.32 CHF | 4.33 CHF | 65,000 | 65,000 | 64,389 | 64,389 | 279,830 CHF | 280,474 CHF | 99.98% | 99.98% |
11/07/2024 | 0.24% | 4.28 CHF | 4.29 CHF | 65,000 | 65,000 | 64,885 | 64,885 | 275,939 CHF | 276,589 CHF | 99.82% | 99.82% |
10/07/2024 | 0.24% | 4.26 CHF | 4.27 CHF | 65,000 | 65,000 | 65,349 | 65,349 | 273,572 CHF | 274,227 CHF | 100.00% | 100.00% |
09/07/2024 | 0.24% | 4.26 CHF | 4.27 CHF | 65,000 | 65,000 | 65,092 | 65,092 | 275,505 CHF | 276,157 CHF | 100.00% | 100.00% |
08/07/2024 | 0.24% | 4.30 CHF | 4.31 CHF | 65,000 | 65,000 | 64,388 | 64,388 | 274,991 CHF | 275,635 CHF | 100.00% | 100.00% |
05/07/2024 | 0.23% | 4.45 CHF | 4.46 CHF | 64,000 | 64,000 | 63,400 | 63,400 | 279,969 CHF | 280,604 CHF | 100.00% | 100.00% |
04/07/2024 | 0.23% | 4.42 CHF | 4.43 CHF | 64,000 | 64,000 | 63,450 | 63,450 | 277,587 CHF | 278,222 CHF | 100.00% | 100.00% |
03/07/2024 | 0.23% | 4.33 CHF | 4.34 CHF | 65,000 | 65,000 | 63,752 | 63,752 | 276,998 CHF | 277,636 CHF | 100.00% | 100.00% |
02/07/2024 | 0.23% | 4.39 CHF | 4.40 CHF | 64,000 | 64,000 | 62,785 | 62,785 | 278,358 CHF | 278,986 CHF | 99.93% | 99.93% |