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 | 0.25% | 4.00 CHF | 4.01 CHF | 36,000 | 36,000 | 36,042 | 36,042 | 145,322 CHF | 145,683 CHF | 100.00% | 100.00% |
12/07/2024 | 0.25% | 4.06 CHF | 4.07 CHF | 36,000 | 36,000 | 36,783 | 36,783 | 144,907 CHF | 145,275 CHF | 100.00% | 100.00% |
11/07/2024 | 0.25% | 3.96 CHF | 3.97 CHF | 37,000 | 37,000 | 36,829 | 36,829 | 145,552 CHF | 145,920 CHF | 99.99% | 99.99% |
10/07/2024 | 0.24% | 3.94 CHF | 3.95 CHF | 37,000 | 37,000 | 36,039 | 36,039 | 148,409 CHF | 148,770 CHF | 100.00% | 100.00% |
09/07/2024 | 0.24% | 4.26 CHF | 4.27 CHF | 35,000 | 35,000 | 35,157 | 35,157 | 148,651 CHF | 149,003 CHF | 100.00% | 100.00% |
08/07/2024 | 0.24% | 4.20 CHF | 4.21 CHF | 36,000 | 36,000 | 35,890 | 35,890 | 149,981 CHF | 150,340 CHF | 99.99% | 99.99% |
05/07/2024 | 0.24% | 4.25 CHF | 4.26 CHF | 35,000 | 35,000 | 35,222 | 35,222 | 149,511 CHF | 149,863 CHF | 99.81% | 99.81% |
04/07/2024 | 0.23% | 4.37 CHF | 4.38 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 151,597 CHF | 151,947 CHF | 99.49% | 99.49% |
03/07/2024 | 0.23% | 4.32 CHF | 4.33 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 151,873 CHF | 152,223 CHF | 99.35% | 99.35% |
02/07/2024 | 0.23% | 4.25 CHF | 4.26 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 151,441 CHF | 151,791 CHF | 99.98% | 99.98% |