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 | 0.21% | 4.57 CHF | 4.58 CHF | 199,900 | 199,900 | 199,899 | 199,900 | 955,401 CHF | 957,403 CHF | 99.99% | 99.99% |
12/07/2024 | 0.21% | 4.80 CHF | 4.81 CHF | 212,200 | 212,200 | 212,200 | 212,200 | 990,432 CHF | 992,554 CHF | 99.99% | 99.99% |
11/07/2024 | 0.22% | 4.49 CHF | 4.50 CHF | 224,800 | 224,800 | 224,800 | 224,800 | 1,001,860 CHF | 1,004,110 CHF | 99.90% | 99.90% |
10/07/2024 | 0.25% | 4.18 CHF | 4.19 CHF | 239,400 | 239,400 | 239,400 | 239,400 | 958,293 CHF | 960,687 CHF | 100.00% | 100.00% |
09/07/2024 | 0.25% | 3.93 CHF | 3.94 CHF | 237,300 | 237,300 | 237,300 | 237,300 | 963,323 CHF | 965,696 CHF | 99.99% | 99.99% |
08/07/2024 | 0.25% | 3.94 CHF | 3.95 CHF | 243,300 | 243,300 | 243,300 | 243,300 | 963,083 CHF | 965,516 CHF | 99.99% | 99.99% |
05/07/2024 | 0.25% | 3.85 CHF | 3.86 CHF | 234,400 | 234,400 | 234,400 | 234,400 | 942,218 CHF | 944,562 CHF | 100.00% | 100.00% |
04/07/2024 | 0.25% | 4.05 CHF | 4.06 CHF | 241,100 | 241,100 | 241,100 | 241,100 | 958,567 CHF | 960,978 CHF | 100.00% | 100.00% |
03/07/2024 | 0.26% | 3.91 CHF | 3.92 CHF | 242,100 | 242,100 | 242,100 | 242,100 | 943,925 CHF | 946,346 CHF | 100.00% | 100.00% |
02/07/2024 | 0.27% | 3.85 CHF | 3.86 CHF | 236,600 | 236,600 | 236,600 | 236,600 | 874,580 CHF | 876,946 CHF | 99.99% | 99.99% |