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 | 0.52% | 4.53 CHF | 4.54 CHF | 40,000 | 40,000 | 17,959 | 17,959 | 80,934 CHF | 81,259 CHF | 99.26% | 99.26% |
12/07/2024 | 0.61% | 4.49 CHF | 4.50 CHF | 40,000 | 40,000 | 18,113 | 18,113 | 81,174 CHF | 81,546 CHF | 99.39% | 99.39% |
11/07/2024 | 0.63% | 4.48 CHF | 4.49 CHF | 41,000 | 41,000 | 18,006 | 18,006 | 81,026 CHF | 81,403 CHF | 99.76% | 99.76% |
10/07/2024 | 0.52% | 4.48 CHF | 4.49 CHF | 40,000 | 40,000 | 18,429 | 18,429 | 82,345 CHF | 82,683 CHF | 100.00% | 100.00% |
09/07/2024 | 0.54% | 4.45 CHF | 4.46 CHF | 41,000 | 41,000 | 18,856 | 18,856 | 82,225 CHF | 82,571 CHF | 100.00% | 100.00% |
08/07/2024 | 0.54% | 4.34 CHF | 4.35 CHF | 41,000 | 41,000 | 18,885 | 18,885 | 81,307 CHF | 81,655 CHF | 100.00% | 100.00% |
05/07/2024 | 0.53% | 4.29 CHF | 4.30 CHF | 42,000 | 42,000 | 18,860 | 18,860 | 81,880 CHF | 82,227 CHF | 99.63% | 99.63% |
04/07/2024 | 0.57% | 4.42 CHF | 4.44 CHF | 17,000 | 17,000 | 13,816 | 13,816 | 60,807 CHF | 61,141 CHF | 99.83% | 99.83% |
03/07/2024 | 0.53% | 4.39 CHF | 4.40 CHF | 41,000 | 41,000 | 18,948 | 18,948 | 83,315 CHF | 83,662 CHF | 99.31% | 99.31% |
02/07/2024 | 0.55% | 4.27 CHF | 4.28 CHF | 42,000 | 42,000 | 19,047 | 19,047 | 80,913 CHF | 81,261 CHF | 100.00% | 100.00% |