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 | 0.27% | 4.04 CHF | 4.05 CHF | 140,700 | 140,700 | 146,791 | 146,806 | 549,795 CHF | 551,320 CHF | 99.89% | 99.89% |
12/07/2024 | 0.28% | 3.72 CHF | 3.73 CHF | 147,600 | 147,600 | 146,191 | 146,190 | 526,354 CHF | 527,812 CHF | 100.00% | 100.00% |
11/07/2024 | 0.29% | 3.83 CHF | 3.84 CHF | 146,000 | 146,000 | 157,827 | 157,806 | 542,090 CHF | 543,591 CHF | 99.88% | 99.88% |
10/07/2024 | 0.31% | 3.26 CHF | 3.27 CHF | 159,400 | 159,400 | 167,857 | 167,857 | 544,511 CHF | 546,190 CHF | 100.00% | 100.00% |
09/07/2024 | 0.33% | 2.94 CHF | 2.95 CHF | 169,000 | 169,000 | 163,666 | 163,666 | 499,593 CHF | 501,231 CHF | 100.00% | 100.00% |
08/07/2024 | 0.31% | 3.21 CHF | 3.22 CHF | 163,200 | 163,200 | 161,203 | 161,192 | 520,793 CHF | 522,370 CHF | 99.99% | 99.99% |
05/07/2024 | 0.31% | 3.37 CHF | 3.38 CHF | 161,000 | 161,000 | 171,726 | 171,768 | 547,843 CHF | 549,690 CHF | 99.68% | 99.68% |
04/07/2024 | 0.33% | 3.07 CHF | 3.08 CHF | 173,100 | 173,100 | 171,336 | 170,968 | 523,723 CHF | 524,314 CHF | 100.00% | 100.00% |
03/07/2024 | 0.34% | 3.13 CHF | 3.14 CHF | 171,100 | 171,100 | 187,918 | 187,918 | 557,077 CHF | 558,956 CHF | 100.00% | 100.00% |
02/07/2024 | 0.37% | 2.74 CHF | 2.75 CHF | 190,100 | 190,100 | 191,607 | 191,607 | 519,117 CHF | 521,033 CHF | 100.00% | 100.00% |