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 | 0.21% | 4.70 CHF | 4.71 CHF | 62,000 | 62,000 | 61,208 | 61,208 | 294,435 CHF | 295,047 CHF | 99.97% | 99.97% |
12/07/2024 | 0.22% | 4.81 CHF | 4.82 CHF | 61,000 | 61,000 | 62,334 | 62,334 | 287,842 CHF | 288,465 CHF | 100.00% | 100.00% |
11/07/2024 | 0.21% | 4.66 CHF | 4.67 CHF | 62,000 | 62,000 | 61,094 | 61,094 | 293,746 CHF | 294,358 CHF | 100.00% | 100.00% |
10/07/2024 | 0.22% | 4.73 CHF | 4.74 CHF | 62,000 | 62,000 | 62,625 | 62,625 | 288,402 CHF | 289,028 CHF | 100.00% | 100.00% |
09/07/2024 | 0.21% | 4.58 CHF | 4.59 CHF | 63,000 | 63,000 | 62,118 | 62,118 | 290,275 CHF | 290,897 CHF | 100.00% | 100.00% |
08/07/2024 | 0.21% | 4.70 CHF | 4.71 CHF | 62,000 | 62,000 | 61,797 | 61,797 | 293,178 CHF | 293,796 CHF | 99.99% | 99.99% |
05/07/2024 | 0.21% | 4.67 CHF | 4.68 CHF | 62,000 | 62,000 | 62,000 | 62,000 | 291,245 CHF | 291,865 CHF | 99.82% | 99.82% |
04/07/2024 | 0.22% | 4.60 CHF | 4.61 CHF | 63,000 | 63,000 | 62,284 | 62,284 | 288,246 CHF | 288,869 CHF | 99.50% | 99.50% |
03/07/2024 | 0.22% | 4.61 CHF | 4.62 CHF | 63,000 | 63,000 | 62,630 | 62,630 | 288,317 CHF | 288,943 CHF | 99.32% | 99.32% |
02/07/2024 | 0.23% | 4.39 CHF | 4.40 CHF | 64,000 | 64,000 | 64,786 | 64,786 | 278,256 CHF | 278,904 CHF | 100.00% | 100.00% |