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 | 0.23% | 4.23 CHF | 4.24 CHF | 36,000 | 36,000 | 36,042 | 36,042 | 153,332 CHF | 153,692 CHF | 100.00% | 100.00% |
12/07/2024 | 0.24% | 4.28 CHF | 4.29 CHF | 36,000 | 36,000 | 36,783 | 36,783 | 153,078 CHF | 153,446 CHF | 100.00% | 100.00% |
11/07/2024 | 0.24% | 4.18 CHF | 4.19 CHF | 37,000 | 37,000 | 36,826 | 36,826 | 153,720 CHF | 154,088 CHF | 100.00% | 100.00% |
10/07/2024 | 0.23% | 4.16 CHF | 4.17 CHF | 37,000 | 37,000 | 36,039 | 36,039 | 156,408 CHF | 156,769 CHF | 100.00% | 100.00% |
09/07/2024 | 0.22% | 4.48 CHF | 4.49 CHF | 35,000 | 35,000 | 35,157 | 35,157 | 156,453 CHF | 156,805 CHF | 100.00% | 100.00% |
08/07/2024 | 0.23% | 4.43 CHF | 4.44 CHF | 36,000 | 36,000 | 35,890 | 35,890 | 157,949 CHF | 158,308 CHF | 99.99% | 99.99% |
05/07/2024 | 0.22% | 4.47 CHF | 4.48 CHF | 35,000 | 35,000 | 35,222 | 35,222 | 157,334 CHF | 157,686 CHF | 99.80% | 99.80% |
04/07/2024 | 0.22% | 4.59 CHF | 4.60 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 159,336 CHF | 159,686 CHF | 99.49% | 99.49% |
03/07/2024 | 0.22% | 4.54 CHF | 4.55 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 159,644 CHF | 159,994 CHF | 99.36% | 99.36% |
02/07/2024 | 0.22% | 4.48 CHF | 4.49 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 159,177 CHF | 159,527 CHF | 99.98% | 99.98% |