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% | 4.46 CHF | 4.47 CHF | 36,000 | 36,000 | 36,042 | 36,042 | 161,868 CHF | 162,228 CHF | 100.00% | 100.00% |
12/07/2024 | 0.23% | 4.51 CHF | 4.52 CHF | 36,000 | 36,000 | 36,784 | 36,784 | 161,744 CHF | 162,112 CHF | 100.00% | 100.00% |
11/07/2024 | 0.23% | 4.42 CHF | 4.43 CHF | 37,000 | 37,000 | 36,827 | 36,827 | 162,416 CHF | 162,785 CHF | 99.98% | 99.98% |
10/07/2024 | 0.22% | 4.40 CHF | 4.41 CHF | 37,000 | 37,000 | 36,039 | 36,039 | 164,919 CHF | 165,279 CHF | 100.00% | 100.00% |
09/07/2024 | 0.21% | 4.72 CHF | 4.73 CHF | 35,000 | 35,000 | 35,156 | 35,156 | 164,739 CHF | 165,091 CHF | 100.00% | 100.00% |
08/07/2024 | 0.22% | 4.66 CHF | 4.67 CHF | 36,000 | 36,000 | 35,891 | 35,891 | 166,428 CHF | 166,787 CHF | 100.00% | 100.00% |
05/07/2024 | 0.21% | 4.71 CHF | 4.72 CHF | 35,000 | 35,000 | 35,222 | 35,222 | 165,641 CHF | 165,994 CHF | 99.81% | 99.81% |
04/07/2024 | 0.21% | 4.83 CHF | 4.84 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 167,617 CHF | 167,967 CHF | 99.49% | 99.49% |
03/07/2024 | 0.21% | 4.78 CHF | 4.79 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 167,906 CHF | 168,256 CHF | 99.35% | 99.35% |
02/07/2024 | 0.21% | 4.71 CHF | 4.72 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 167,467 CHF | 167,817 CHF | 99.99% | 99.99% |