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 | 36,000 | 36,000 | 36,042 | 36,042 | 165,703 CHF | 166,063 CHF | 100.00% | 100.00% |
12/07/2024 | 0.22% | 4.62 CHF | 4.63 CHF | 36,000 | 36,000 | 36,783 | 36,783 | 165,687 CHF | 166,055 CHF | 100.00% | 100.00% |
11/07/2024 | 0.22% | 4.53 CHF | 4.54 CHF | 37,000 | 37,000 | 36,827 | 36,827 | 166,332 CHF | 166,701 CHF | 100.00% | 100.00% |
10/07/2024 | 0.21% | 4.50 CHF | 4.51 CHF | 37,000 | 37,000 | 36,039 | 36,039 | 168,769 CHF | 169,130 CHF | 100.00% | 100.00% |
09/07/2024 | 0.21% | 4.83 CHF | 4.84 CHF | 35,000 | 35,000 | 35,157 | 35,157 | 168,470 CHF | 168,822 CHF | 100.00% | 100.00% |
08/07/2024 | 0.21% | 4.77 CHF | 4.78 CHF | 36,000 | 36,000 | 35,890 | 35,890 | 170,265 CHF | 170,624 CHF | 99.99% | 99.99% |
05/07/2024 | 0.21% | 4.81 CHF | 4.82 CHF | 35,000 | 35,000 | 35,222 | 35,222 | 169,371 CHF | 169,723 CHF | 99.81% | 99.81% |
04/07/2024 | 0.20% | 4.94 CHF | 4.95 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 171,327 CHF | 171,677 CHF | 99.49% | 99.49% |
03/07/2024 | 0.20% | 4.88 CHF | 4.89 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 171,619 CHF | 171,969 CHF | 99.35% | 99.35% |
02/07/2024 | 0.20% | 4.82 CHF | 4.83 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 171,180 CHF | 171,530 CHF | 99.98% | 99.98% |