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 | 0.29% | 4.74 CHF | 4.76 CHF | 97,600 | 97,600 | 97,600 | 97,600 | 487,508 CHF | 488,910 CHF | 100.00% | 100.00% |
12/07/2024 | 0.20% | 5.39 CHF | 5.40 CHF | 109,100 | 109,100 | 109,100 | 109,100 | 543,058 CHF | 544,149 CHF | 100.00% | 100.00% |
11/07/2024 | 0.21% | 4.75 CHF | 4.76 CHF | 112,400 | 112,400 | 112,400 | 112,400 | 529,742 CHF | 530,866 CHF | 99.84% | 99.84% |
10/07/2024 | 0.23% | 4.51 CHF | 4.52 CHF | 123,600 | 123,600 | 123,600 | 123,600 | 531,450 CHF | 532,686 CHF | 100.00% | 100.00% |
09/07/2024 | 0.23% | 4.02 CHF | 4.03 CHF | 108,400 | 108,400 | 108,400 | 108,400 | 473,768 CHF | 474,852 CHF | 100.00% | 100.00% |
08/07/2024 | 0.20% | 4.73 CHF | 4.74 CHF | 106,200 | 106,200 | 106,200 | 106,200 | 527,797 CHF | 528,859 CHF | 98.70% | 98.70% |
05/07/2024 | 0.20% | 4.77 CHF | 4.78 CHF | 104,500 | 104,500 | 104,500 | 104,500 | 526,117 CHF | 527,162 CHF | 99.97% | 99.97% |
04/07/2024 | 0.21% | 4.93 CHF | 4.94 CHF | 108,500 | 108,500 | 108,500 | 108,500 | 528,632 CHF | 529,717 CHF | 100.00% | 100.00% |
03/07/2024 | 0.21% | 4.71 CHF | 4.72 CHF | 120,100 | 120,100 | 120,100 | 120,100 | 559,073 CHF | 560,274 CHF | 100.00% | 100.00% |
02/07/2024 | 0.25% | 4.17 CHF | 4.18 CHF | 114,800 | 114,800 | 114,800 | 114,800 | 461,661 CHF | 462,809 CHF | 99.99% | 99.99% |