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% | 4.51 CHF | 4.52 CHF | 76,000 | 76,000 | 34,163 | 34,163 | 153,549 CHF | 154,168 CHF | 100.00% | 100.00% |
12/07/2024 | 0.53% | 4.46 CHF | 4.47 CHF | 77,000 | 77,000 | 35,038 | 35,038 | 155,058 CHF | 155,695 CHF | 99.15% | 99.15% |
11/07/2024 | 0.53% | 4.34 CHF | 4.35 CHF | 78,000 | 78,000 | 35,100 | 35,100 | 152,689 CHF | 153,328 CHF | 99.98% | 99.98% |
10/07/2024 | 0.52% | 4.35 CHF | 4.36 CHF | 77,000 | 77,000 | 34,254 | 34,254 | 151,903 CHF | 152,524 CHF | 99.18% | 99.18% |
09/07/2024 | 0.51% | 4.56 CHF | 4.57 CHF | 75,000 | 75,000 | 33,811 | 33,811 | 154,965 CHF | 155,578 CHF | 100.00% | 100.00% |
08/07/2024 | 0.50% | 4.60 CHF | 4.61 CHF | 75,000 | 75,000 | 33,667 | 33,667 | 155,948 CHF | 156,559 CHF | 100.00% | 100.00% |
05/07/2024 | 0.50% | 4.63 CHF | 4.64 CHF | 75,000 | 75,000 | 33,679 | 33,679 | 155,570 CHF | 156,181 CHF | 100.00% | 100.00% |
04/07/2024 | 0.55% | 4.63 CHF | 4.65 CHF | 30,000 | 30,000 | 24,153 | 24,153 | 111,562 CHF | 112,146 CHF | 100.00% | 100.00% |
03/07/2024 | 0.51% | 4.64 CHF | 4.65 CHF | 75,000 | 75,000 | 33,697 | 33,697 | 155,435 CHF | 156,046 CHF | 100.00% | 100.00% |
02/07/2024 | 0.52% | 4.51 CHF | 4.52 CHF | 76,000 | 76,000 | 34,143 | 34,143 | 152,378 CHF | 152,997 CHF | 100.00% | 100.00% |