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 | 0.24% | 4.24 CHF | 4.25 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 947,441 CHF | 316,564 CHF | 99.72% | 99.72% |
12/07/2024 | 0.24% | 4.21 CHF | 4.22 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 938,456 CHF | 313,568 CHF | 99.26% | 99.26% |
11/07/2024 | 0.24% | 4.10 CHF | 4.11 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 945,339 CHF | 315,863 CHF | 99.54% | 99.54% |
10/07/2024 | 0.24% | 4.20 CHF | 4.21 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 936,615 CHF | 312,955 CHF | 99.58% | 99.58% |
09/07/2024 | 0.24% | 4.10 CHF | 4.11 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 933,144 CHF | 311,798 CHF | 99.57% | 99.57% |
08/07/2024 | 0.23% | 4.22 CHF | 4.23 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 964,297 CHF | 322,182 CHF | 99.58% | 99.58% |
05/07/2024 | 0.24% | 4.18 CHF | 4.19 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 949,414 CHF | 317,221 CHF | 99.52% | 99.52% |
04/07/2024 | 0.24% | 4.20 CHF | 4.21 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 939,745 CHF | 313,998 CHF | 99.57% | 99.57% |
03/07/2024 | 0.25% | 4.05 CHF | 4.06 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 913,120 CHF | 305,124 CHF | 99.53% | 99.53% |
02/07/2024 | 0.26% | 3.89 CHF | 3.90 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 875,008 CHF | 292,419 CHF | 99.59% | 99.59% |