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% | 4.31 CHF | 4.32 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 645,825 CHF | 647,325 CHF | 99.06% | 99.06% |
12/07/2024 | 0.23% | 4.32 CHF | 4.33 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 647,775 CHF | 649,275 CHF | 98.87% | 98.87% |
11/07/2024 | 0.22% | 4.34 CHF | 4.35 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 672,381 CHF | 673,881 CHF | 85.60% | 85.60% |
10/07/2024 | 0.22% | 4.45 CHF | 4.46 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 674,893 CHF | 676,393 CHF | 95.16% | 95.16% |
09/07/2024 | 0.22% | 4.51 CHF | 4.52 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 674,956 CHF | 676,456 CHF | 98.69% | 98.69% |
08/07/2024 | 0.22% | 4.49 CHF | 4.50 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 674,923 CHF | 676,423 CHF | 98.57% | 98.57% |
05/07/2024 | 0.22% | 4.50 CHF | 4.51 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 669,165 CHF | 670,665 CHF | 99.17% | 99.17% |
04/07/2024 | 0.22% | 4.47 CHF | 4.48 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 669,214 CHF | 670,714 CHF | 99.18% | 99.18% |
03/07/2024 | 0.22% | 4.44 CHF | 4.45 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 679,851 CHF | 681,351 CHF | 98.44% | 98.44% |
02/07/2024 | 0.23% | 4.46 CHF | 4.47 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 665,191 CHF | 666,691 CHF | 98.84% | 98.84% |