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% | 4.39 CHF | 4.40 CHF | 172,000 | 172,000 | 76,929 | 76,929 | 337,341 CHF | 338,113 CHF | 99.96% | 99.96% |
12/07/2024 | 0.23% | 4.40 CHF | 4.41 CHF | 172,000 | 172,000 | 77,004 | 77,004 | 338,301 CHF | 339,073 CHF | 100.00% | 100.00% |
11/07/2024 | 0.22% | 4.43 CHF | 4.44 CHF | 172,000 | 172,000 | 75,379 | 75,379 | 344,322 CHF | 345,081 CHF | 99.98% | 99.98% |
10/07/2024 | 0.22% | 4.56 CHF | 4.57 CHF | 168,000 | 168,000 | 75,061 | 75,061 | 346,570 CHF | 347,322 CHF | 100.00% | 100.00% |
09/07/2024 | 0.22% | 4.64 CHF | 4.65 CHF | 168,000 | 168,000 | 75,320 | 75,320 | 348,581 CHF | 349,335 CHF | 100.00% | 100.00% |
08/07/2024 | 0.22% | 4.62 CHF | 4.63 CHF | 168,000 | 168,000 | 75,325 | 75,325 | 348,477 CHF | 349,232 CHF | 100.00% | 100.00% |
05/07/2024 | 0.22% | 4.63 CHF | 4.64 CHF | 168,000 | 168,000 | 75,013 | 75,013 | 344,816 CHF | 345,567 CHF | 99.82% | 99.82% |
04/07/2024 | 0.22% | 4.58 CHF | 4.59 CHF | 68,000 | 68,000 | 54,219 | 54,219 | 248,070 CHF | 248,612 CHF | 98.30% | 98.30% |
03/07/2024 | 0.22% | 4.55 CHF | 4.56 CHF | 168,000 | 168,000 | 74,497 | 74,497 | 345,095 CHF | 345,842 CHF | 99.41% | 99.41% |
02/07/2024 | 0.22% | 4.57 CHF | 4.58 CHF | 168,000 | 168,000 | 75,129 | 75,129 | 340,895 CHF | 341,648 CHF | 100.00% | 100.00% |