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% | 4.35 CHF | 4.36 CHF | 36,000 | 36,000 | 36,042 | 36,042 | 157,936 CHF | 158,297 CHF | 100.00% | 100.00% |
12/07/2024 | 0.23% | 4.41 CHF | 4.42 CHF | 36,000 | 36,000 | 36,784 | 36,784 | 157,783 CHF | 158,150 CHF | 100.00% | 100.00% |
11/07/2024 | 0.23% | 4.31 CHF | 4.32 CHF | 37,000 | 37,000 | 36,826 | 36,826 | 158,431 CHF | 158,799 CHF | 99.99% | 99.99% |
10/07/2024 | 0.22% | 4.29 CHF | 4.30 CHF | 37,000 | 37,000 | 36,039 | 36,039 | 161,023 CHF | 161,383 CHF | 100.00% | 100.00% |
09/07/2024 | 0.22% | 4.61 CHF | 4.62 CHF | 35,000 | 35,000 | 35,156 | 35,156 | 160,952 CHF | 161,304 CHF | 100.00% | 100.00% |
08/07/2024 | 0.22% | 4.55 CHF | 4.56 CHF | 36,000 | 36,000 | 35,891 | 35,891 | 162,546 CHF | 162,905 CHF | 99.99% | 99.99% |
05/07/2024 | 0.22% | 4.60 CHF | 4.61 CHF | 35,000 | 35,000 | 35,222 | 35,222 | 161,839 CHF | 162,191 CHF | 99.81% | 99.81% |
04/07/2024 | 0.21% | 4.72 CHF | 4.73 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 163,806 CHF | 164,156 CHF | 99.49% | 99.49% |
03/07/2024 | 0.21% | 4.67 CHF | 4.68 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 164,123 CHF | 164,473 CHF | 99.35% | 99.35% |
02/07/2024 | 0.21% | 4.60 CHF | 4.61 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 163,658 CHF | 164,008 CHF | 99.98% | 99.98% |