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 | 0.21% | 4.84 CHF | 4.85 CHF | 42,000 | 42,000 | 41,947 | 41,947 | 201,930 CHF | 202,350 CHF | 100.00% | 100.00% |
12/07/2024 | 0.21% | 4.82 CHF | 4.83 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 200,785 CHF | 201,205 CHF | 100.00% | 100.00% |
11/07/2024 | 0.21% | 4.72 CHF | 4.73 CHF | 42,000 | 42,000 | 41,975 | 41,975 | 201,543 CHF | 201,963 CHF | 99.98% | 99.98% |
10/07/2024 | 0.21% | 4.80 CHF | 4.81 CHF | 42,000 | 42,000 | 42,035 | 42,035 | 200,364 CHF | 200,784 CHF | 100.00% | 100.00% |
09/07/2024 | 0.21% | 4.71 CHF | 4.72 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 199,580 CHF | 200,000 CHF | 100.00% | 100.00% |
08/07/2024 | 0.21% | 4.81 CHF | 4.82 CHF | 42,000 | 42,000 | 41,336 | 41,336 | 201,027 CHF | 201,441 CHF | 99.99% | 99.99% |
05/07/2024 | 0.21% | 4.78 CHF | 4.79 CHF | 42,000 | 42,000 | 41,915 | 41,915 | 201,606 CHF | 202,025 CHF | 99.99% | 99.99% |
04/07/2024 | 0.21% | 4.80 CHF | 4.81 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 200,568 CHF | 200,988 CHF | 100.00% | 100.00% |
03/07/2024 | 0.21% | 4.67 CHF | 4.68 CHF | 43,000 | 43,000 | 42,823 | 42,823 | 200,319 CHF | 200,748 CHF | 100.00% | 100.00% |
02/07/2024 | 0.22% | 4.54 CHF | 4.55 CHF | 43,000 | 43,000 | 43,495 | 43,495 | 197,196 CHF | 197,631 CHF | 100.00% | 100.00% |