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 | 0.79% | 4.99 CHF | 5.03 CHF | 49,000 | 49,000 | 48,256 | 48,256 | 244,082 CHF | 246,012 CHF | 99.99% | 99.99% |
12/07/2024 | 0.78% | 5.05 CHF | 5.09 CHF | 48,000 | 48,000 | 48,231 | 48,231 | 244,853 CHF | 246,783 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 5.12 CHF | 5.16 CHF | 48,000 | 48,000 | 48,689 | 48,689 | 244,285 CHF | 246,235 CHF | 99.99% | 99.99% |
10/07/2024 | 0.83% | 4.89 CHF | 4.93 CHF | 49,000 | 49,000 | 49,663 | 49,663 | 239,504 CHF | 241,490 CHF | 100.00% | 100.00% |
09/07/2024 | 0.81% | 4.80 CHF | 4.84 CHF | 50,000 | 50,000 | 49,015 | 49,015 | 241,313 CHF | 243,274 CHF | 99.77% | 99.77% |
08/07/2024 | 0.84% | 4.73 CHF | 4.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 238,386 CHF | 240,386 CHF | 99.30% | 99.30% |
05/07/2024 | 0.84% | 4.76 CHF | 4.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 238,210 CHF | 240,210 CHF | 100.00% | 100.00% |
04/07/2024 | 0.81% | 4.74 CHF | 4.78 CHF | 50,000 | 50,000 | 50,021 | 50,021 | 235,782 CHF | 237,697 CHF | 99.64% | 99.64% |
03/07/2024 | 0.72% | 4.67 CHF | 4.70 CHF | 50,000 | 50,000 | 50,348 | 50,348 | 235,350 CHF | 237,046 CHF | 100.00% | 100.00% |
02/07/2024 | 0.69% | 4.42 CHF | 4.45 CHF | 52,000 | 52,000 | 52,000 | 52,000 | 225,476 CHF | 227,036 CHF | 99.99% | 99.99% |