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 | 0.22% | 4.57 CHF | 4.58 CHF | 17,000 | 17,000 | 16,840 | 16,840 | 77,347 CHF | 77,516 CHF | 99.73% | 99.73% |
12/07/2024 | 0.22% | 4.62 CHF | 4.63 CHF | 17,000 | 17,000 | 16,841 | 16,841 | 75,825 CHF | 75,994 CHF | 100.00% | 100.00% |
11/07/2024 | 0.22% | 4.52 CHF | 4.53 CHF | 17,000 | 17,000 | 16,840 | 16,840 | 75,994 CHF | 76,162 CHF | 99.93% | 99.93% |
10/07/2024 | 0.22% | 4.50 CHF | 4.51 CHF | 17,000 | 17,000 | 16,841 | 16,841 | 78,766 CHF | 78,934 CHF | 99.95% | 99.95% |
09/07/2024 | 0.21% | 4.82 CHF | 4.83 CHF | 17,000 | 17,000 | 16,840 | 16,840 | 80,593 CHF | 80,762 CHF | 99.93% | 99.93% |
08/07/2024 | 0.21% | 4.76 CHF | 4.77 CHF | 17,000 | 17,000 | 16,841 | 16,841 | 79,778 CHF | 79,946 CHF | 99.95% | 99.95% |
05/07/2024 | 0.21% | 4.81 CHF | 4.82 CHF | 17,000 | 17,000 | 16,840 | 16,840 | 80,863 CHF | 81,032 CHF | 99.66% | 99.66% |
04/07/2024 | 0.21% | 4.93 CHF | 4.94 CHF | 16,000 | 16,000 | 16,446 | 16,446 | 80,351 CHF | 80,515 CHF | 100.00% | 100.00% |
03/07/2024 | 0.21% | 4.88 CHF | 4.89 CHF | 17,000 | 17,000 | 16,395 | 16,395 | 80,247 CHF | 80,411 CHF | 99.86% | 99.86% |
02/07/2024 | 0.21% | 4.81 CHF | 4.82 CHF | 17,000 | 17,000 | 16,156 | 16,156 | 78,870 CHF | 79,032 CHF | 99.97% | 99.97% |