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 | 0.51% | 3.95 CHF | 3.97 CHF | 21,000 | 21,000 | 20,937 | 20,937 | 82,619 CHF | 83,037 CHF | 98.92% | 98.92% |
12/07/2024 | 0.50% | 3.96 CHF | 3.98 CHF | 21,500 | 21,500 | 22,013 | 22,013 | 87,472 CHF | 87,912 CHF | 98.65% | 98.65% |
11/07/2024 | 0.50% | 3.99 CHF | 4.01 CHF | 22,500 | 22,500 | 22,483 | 22,483 | 89,566 CHF | 90,016 CHF | 98.72% | 98.72% |
10/07/2024 | 0.50% | 3.97 CHF | 3.99 CHF | 22,000 | 22,000 | 22,530 | 22,530 | 89,749 CHF | 90,200 CHF | 98.95% | 98.95% |
09/07/2024 | 0.51% | 3.99 CHF | 4.01 CHF | 23,000 | 23,000 | 22,458 | 22,458 | 89,564 CHF | 90,014 CHF | 100.00% | 100.00% |
08/07/2024 | 0.51% | 3.99 CHF | 4.01 CHF | 23,000 | 23,000 | 22,280 | 22,280 | 88,760 CHF | 89,206 CHF | 100.00% | 100.00% |
05/07/2024 | 0.50% | 3.98 CHF | 4.00 CHF | 22,500 | 22,500 | 22,713 | 22,713 | 90,673 CHF | 91,128 CHF | 100.00% | 100.00% |
04/07/2024 | 0.50% | 4.00 CHF | 4.02 CHF | 23,500 | 23,500 | 22,946 | 22,946 | 91,726 CHF | 92,186 CHF | 100.00% | 100.00% |
03/07/2024 | 0.51% | 3.99 CHF | 4.01 CHF | 23,000 | 23,000 | 22,058 | 22,058 | 87,785 CHF | 88,227 CHF | 98.70% | 98.70% |
02/07/2024 | 0.51% | 3.96 CHF | 3.98 CHF | 21,000 | 21,000 | 21,110 | 21,110 | 83,670 CHF | 84,093 CHF | 100.00% | 100.00% |