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 | 0.47% | 4.94 CHF | 4.95 CHF | 40,000 | 40,000 | 17,959 | 17,959 | 88,290 CHF | 88,614 CHF | 99.26% | 99.26% |
12/07/2024 | 0.56% | 4.90 CHF | 4.91 CHF | 40,000 | 40,000 | 18,115 | 18,115 | 88,608 CHF | 88,980 CHF | 99.40% | 99.40% |
11/07/2024 | 0.58% | 4.88 CHF | 4.89 CHF | 41,000 | 41,000 | 18,008 | 18,008 | 88,392 CHF | 88,768 CHF | 99.76% | 99.76% |
10/07/2024 | 0.48% | 4.90 CHF | 4.91 CHF | 40,000 | 40,000 | 18,429 | 18,429 | 89,933 CHF | 90,271 CHF | 100.00% | 100.00% |
09/07/2024 | 0.49% | 4.86 CHF | 4.87 CHF | 41,000 | 41,000 | 18,856 | 18,856 | 89,983 CHF | 90,330 CHF | 100.00% | 100.00% |
08/07/2024 | 0.50% | 4.75 CHF | 4.76 CHF | 41,000 | 41,000 | 18,885 | 18,885 | 89,017 CHF | 89,364 CHF | 100.00% | 100.00% |
05/07/2024 | 0.49% | 4.70 CHF | 4.71 CHF | 42,000 | 42,000 | 18,860 | 18,860 | 89,608 CHF | 89,955 CHF | 99.63% | 99.63% |
04/07/2024 | 0.52% | 4.83 CHF | 4.85 CHF | 17,000 | 17,000 | 13,816 | 13,816 | 66,481 CHF | 66,816 CHF | 99.83% | 99.83% |
03/07/2024 | 0.48% | 4.81 CHF | 4.82 CHF | 41,000 | 41,000 | 18,948 | 18,948 | 91,105 CHF | 91,452 CHF | 99.31% | 99.31% |
02/07/2024 | 0.50% | 4.68 CHF | 4.69 CHF | 42,000 | 42,000 | 19,045 | 19,045 | 88,779 CHF | 89,128 CHF | 99.99% | 99.99% |