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 | 0.23% | 4.17 CHF | 4.18 CHF | 170,300 | 170,300 | 170,300 | 170,300 | 755,506 CHF | 757,208 CHF | 100.00% | 100.00% |
12/07/2024 | 0.23% | 4.47 CHF | 4.48 CHF | 183,800 | 183,800 | 183,800 | 183,800 | 792,366 CHF | 794,204 CHF | 100.00% | 100.00% |
11/07/2024 | 0.25% | 4.10 CHF | 4.11 CHF | 197,900 | 197,900 | 197,900 | 197,900 | 805,021 CHF | 807,000 CHF | 99.92% | 99.92% |
10/07/2024 | 0.28% | 3.76 CHF | 3.77 CHF | 214,400 | 214,400 | 214,400 | 214,400 | 762,348 CHF | 764,492 CHF | 100.00% | 100.00% |
09/07/2024 | 0.28% | 3.47 CHF | 3.48 CHF | 212,100 | 212,100 | 212,100 | 212,100 | 767,691 CHF | 769,812 CHF | 100.00% | 100.00% |
08/07/2024 | 0.28% | 3.49 CHF | 3.50 CHF | 219,000 | 219,000 | 219,000 | 219,000 | 767,884 CHF | 770,074 CHF | 99.98% | 99.98% |
05/07/2024 | 0.28% | 3.38 CHF | 3.39 CHF | 208,600 | 208,600 | 208,600 | 208,600 | 744,820 CHF | 746,906 CHF | 99.98% | 99.98% |
04/07/2024 | 0.28% | 3.60 CHF | 3.61 CHF | 216,300 | 216,300 | 216,300 | 216,300 | 761,916 CHF | 764,079 CHF | 100.00% | 100.00% |
03/07/2024 | 0.29% | 3.45 CHF | 3.46 CHF | 217,400 | 217,400 | 217,400 | 217,400 | 748,267 CHF | 750,441 CHF | 100.00% | 100.00% |
02/07/2024 | 0.31% | 3.38 CHF | 3.39 CHF | 211,000 | 211,000 | 211,000 | 211,000 | 679,767 CHF | 681,877 CHF | 100.00% | 100.00% |