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% | 4.20 CHF | 4.21 CHF | 42,000 | 42,000 | 41,947 | 41,947 | 174,794 CHF | 175,213 CHF | 100.00% | 100.00% |
12/07/2024 | 0.24% | 4.17 CHF | 4.18 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 173,640 CHF | 174,060 CHF | 100.00% | 100.00% |
11/07/2024 | 0.24% | 4.07 CHF | 4.08 CHF | 42,000 | 42,000 | 41,972 | 41,972 | 174,517 CHF | 174,937 CHF | 100.00% | 100.00% |
10/07/2024 | 0.24% | 4.16 CHF | 4.17 CHF | 42,000 | 42,000 | 42,035 | 42,035 | 173,345 CHF | 173,765 CHF | 100.00% | 100.00% |
09/07/2024 | 0.24% | 4.07 CHF | 4.08 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 172,609 CHF | 173,029 CHF | 100.00% | 100.00% |
08/07/2024 | 0.24% | 4.17 CHF | 4.18 CHF | 42,000 | 42,000 | 41,336 | 41,336 | 174,517 CHF | 174,930 CHF | 100.00% | 100.00% |
05/07/2024 | 0.24% | 4.14 CHF | 4.15 CHF | 42,000 | 42,000 | 41,915 | 41,915 | 174,748 CHF | 175,167 CHF | 99.99% | 99.99% |
04/07/2024 | 0.24% | 4.16 CHF | 4.17 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 173,572 CHF | 173,992 CHF | 100.00% | 100.00% |
03/07/2024 | 0.25% | 4.03 CHF | 4.04 CHF | 43,000 | 43,000 | 42,823 | 42,823 | 172,756 CHF | 173,184 CHF | 100.00% | 100.00% |
02/07/2024 | 0.26% | 3.89 CHF | 3.90 CHF | 43,000 | 43,000 | 43,495 | 43,495 | 169,277 CHF | 169,712 CHF | 100.00% | 100.00% |