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 | 0.25% | 3.98 CHF | 3.99 CHF | 42,000 | 42,000 | 41,947 | 41,947 | 165,796 CHF | 166,215 CHF | 100.00% | 100.00% |
12/07/2024 | 0.25% | 3.95 CHF | 3.96 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 164,630 CHF | 165,050 CHF | 100.00% | 100.00% |
11/07/2024 | 0.25% | 3.86 CHF | 3.87 CHF | 42,000 | 42,000 | 41,974 | 41,974 | 165,455 CHF | 165,875 CHF | 100.00% | 100.00% |
10/07/2024 | 0.26% | 3.94 CHF | 3.95 CHF | 42,000 | 42,000 | 42,035 | 42,035 | 164,364 CHF | 164,784 CHF | 100.00% | 100.00% |
09/07/2024 | 0.26% | 3.85 CHF | 3.86 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 163,625 CHF | 164,045 CHF | 99.99% | 99.99% |
08/07/2024 | 0.25% | 3.95 CHF | 3.96 CHF | 42,000 | 42,000 | 41,336 | 41,336 | 165,611 CHF | 166,024 CHF | 100.00% | 100.00% |
05/07/2024 | 0.25% | 3.92 CHF | 3.93 CHF | 42,000 | 42,000 | 41,915 | 41,915 | 165,794 CHF | 166,213 CHF | 100.00% | 100.00% |
04/07/2024 | 0.25% | 3.94 CHF | 3.95 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 164,596 CHF | 165,016 CHF | 100.00% | 100.00% |
03/07/2024 | 0.26% | 3.82 CHF | 3.83 CHF | 43,000 | 43,000 | 42,823 | 42,823 | 163,598 CHF | 164,026 CHF | 100.00% | 100.00% |
02/07/2024 | 0.27% | 3.68 CHF | 3.69 CHF | 43,000 | 43,000 | 43,496 | 43,496 | 160,088 CHF | 160,523 CHF | 100.00% | 100.00% |