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% | 4.58 CHF | 4.59 CHF | 118,000 | 118,000 | 65,763 | 65,763 | 296,204 CHF | 296,863 CHF | 99.99% | 99.99% |
12/07/2024 | 0.23% | 4.50 CHF | 4.51 CHF | 120,000 | 120,000 | 66,086 | 66,086 | 297,514 CHF | 298,176 CHF | 100.00% | 100.00% |
11/07/2024 | 0.22% | 4.54 CHF | 4.55 CHF | 118,000 | 118,000 | 64,607 | 64,607 | 302,787 CHF | 303,435 CHF | 100.00% | 100.00% |
10/07/2024 | 0.22% | 4.71 CHF | 4.72 CHF | 116,000 | 116,000 | 64,247 | 64,247 | 301,882 CHF | 302,526 CHF | 99.99% | 99.99% |
09/07/2024 | 0.22% | 4.70 CHF | 4.71 CHF | 116,000 | 116,000 | 64,275 | 64,275 | 301,655 CHF | 302,299 CHF | 100.00% | 100.00% |
08/07/2024 | 0.22% | 4.67 CHF | 4.68 CHF | 116,000 | 116,000 | 64,867 | 64,867 | 302,773 CHF | 303,423 CHF | 100.00% | 100.00% |
05/07/2024 | 0.22% | 4.70 CHF | 4.71 CHF | 116,000 | 116,000 | 65,136 | 65,136 | 299,320 CHF | 299,973 CHF | 99.11% | 99.11% |
04/07/2024 | 0.22% | 4.54 CHF | 4.55 CHF | 59,000 | 59,000 | 53,167 | 53,167 | 241,151 CHF | 241,683 CHF | 100.00% | 100.00% |
03/07/2024 | 0.23% | 4.52 CHF | 4.53 CHF | 118,000 | 118,000 | 65,658 | 65,658 | 295,767 CHF | 296,425 CHF | 99.59% | 99.59% |
02/07/2024 | 0.23% | 4.44 CHF | 4.45 CHF | 120,000 | 120,000 | 66,118 | 66,118 | 290,987 CHF | 291,650 CHF | 99.94% | 99.94% |