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% | 4.09 CHF | 4.10 CHF | 42,000 | 42,000 | 41,947 | 41,947 | 170,375 CHF | 170,795 CHF | 100.00% | 100.00% |
12/07/2024 | 0.25% | 4.06 CHF | 4.07 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 169,219 CHF | 169,639 CHF | 100.00% | 100.00% |
11/07/2024 | 0.25% | 3.97 CHF | 3.98 CHF | 42,000 | 42,000 | 41,972 | 41,972 | 170,023 CHF | 170,443 CHF | 99.98% | 99.98% |
10/07/2024 | 0.25% | 4.05 CHF | 4.06 CHF | 42,000 | 42,000 | 42,035 | 42,035 | 168,866 CHF | 169,287 CHF | 100.00% | 100.00% |
09/07/2024 | 0.25% | 3.96 CHF | 3.97 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 168,187 CHF | 168,607 CHF | 99.99% | 99.99% |
08/07/2024 | 0.24% | 4.06 CHF | 4.07 CHF | 42,000 | 42,000 | 41,336 | 41,336 | 170,106 CHF | 170,519 CHF | 100.00% | 100.00% |
05/07/2024 | 0.25% | 4.03 CHF | 4.04 CHF | 42,000 | 42,000 | 41,915 | 41,915 | 170,273 CHF | 170,692 CHF | 100.00% | 100.00% |
04/07/2024 | 0.25% | 4.05 CHF | 4.06 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 169,072 CHF | 169,492 CHF | 100.00% | 100.00% |
03/07/2024 | 0.25% | 3.93 CHF | 3.94 CHF | 43,000 | 43,000 | 42,823 | 42,823 | 168,268 CHF | 168,696 CHF | 100.00% | 100.00% |
02/07/2024 | 0.26% | 3.79 CHF | 3.80 CHF | 43,000 | 43,000 | 43,496 | 43,496 | 164,718 CHF | 165,153 CHF | 99.99% | 99.99% |