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 | 0.23% | 4.21 CHF | 4.22 CHF | 62,000 | 62,000 | 61,208 | 61,208 | 264,828 CHF | 265,440 CHF | 100.00% | 100.00% |
12/07/2024 | 0.24% | 4.33 CHF | 4.34 CHF | 61,000 | 61,000 | 62,334 | 62,334 | 257,765 CHF | 258,388 CHF | 100.00% | 100.00% |
11/07/2024 | 0.23% | 4.18 CHF | 4.19 CHF | 62,000 | 62,000 | 61,094 | 61,094 | 264,281 CHF | 264,892 CHF | 99.99% | 99.99% |
10/07/2024 | 0.24% | 4.25 CHF | 4.26 CHF | 62,000 | 62,000 | 62,625 | 62,625 | 258,290 CHF | 258,916 CHF | 100.00% | 100.00% |
09/07/2024 | 0.24% | 4.10 CHF | 4.11 CHF | 63,000 | 63,000 | 62,118 | 62,118 | 260,408 CHF | 261,029 CHF | 100.00% | 100.00% |
08/07/2024 | 0.23% | 4.22 CHF | 4.23 CHF | 62,000 | 62,000 | 61,797 | 61,797 | 263,485 CHF | 264,103 CHF | 99.99% | 99.99% |
05/07/2024 | 0.24% | 4.19 CHF | 4.20 CHF | 62,000 | 62,000 | 62,000 | 62,000 | 261,422 CHF | 262,042 CHF | 99.82% | 99.82% |
04/07/2024 | 0.24% | 4.12 CHF | 4.13 CHF | 63,000 | 63,000 | 62,284 | 62,284 | 258,310 CHF | 258,933 CHF | 99.50% | 99.50% |
03/07/2024 | 0.24% | 4.13 CHF | 4.14 CHF | 63,000 | 63,000 | 62,628 | 62,628 | 258,242 CHF | 258,869 CHF | 99.98% | 99.98% |
02/07/2024 | 0.26% | 3.91 CHF | 3.92 CHF | 64,000 | 64,000 | 64,786 | 64,786 | 247,284 CHF | 247,932 CHF | 100.00% | 100.00% |