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% | 4.59 CHF | 4.60 CHF | 42,000 | 42,000 | 41,947 | 41,947 | 191,091 CHF | 191,510 CHF | 100.00% | 100.00% |
12/07/2024 | 0.22% | 4.56 CHF | 4.57 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 189,930 CHF | 190,350 CHF | 100.00% | 100.00% |
11/07/2024 | 0.22% | 4.46 CHF | 4.47 CHF | 42,000 | 42,000 | 41,975 | 41,975 | 190,711 CHF | 191,131 CHF | 99.98% | 99.98% |
10/07/2024 | 0.22% | 4.54 CHF | 4.55 CHF | 42,000 | 42,000 | 42,035 | 42,035 | 189,539 CHF | 189,959 CHF | 100.00% | 100.00% |
09/07/2024 | 0.22% | 4.45 CHF | 4.46 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 188,843 CHF | 189,263 CHF | 99.99% | 99.99% |
08/07/2024 | 0.22% | 4.56 CHF | 4.57 CHF | 42,000 | 42,000 | 41,336 | 41,336 | 190,410 CHF | 190,823 CHF | 100.00% | 100.00% |
05/07/2024 | 0.22% | 4.52 CHF | 4.53 CHF | 42,000 | 42,000 | 41,915 | 41,915 | 190,905 CHF | 191,324 CHF | 100.00% | 100.00% |
04/07/2024 | 0.22% | 4.54 CHF | 4.55 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 189,752 CHF | 190,172 CHF | 100.00% | 100.00% |
03/07/2024 | 0.23% | 4.42 CHF | 4.43 CHF | 43,000 | 43,000 | 42,823 | 42,823 | 189,249 CHF | 189,677 CHF | 100.00% | 100.00% |
02/07/2024 | 0.23% | 4.28 CHF | 4.29 CHF | 43,000 | 43,000 | 43,496 | 43,496 | 185,969 CHF | 186,404 CHF | 100.00% | 100.00% |