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 | 0.39% | 5.11 CHF | 5.13 CHF | 60,000 | 60,000 | 59,840 | 59,840 | 305,618 CHF | 306,814 CHF | 100.00% | 100.00% |
12/07/2024 | 0.40% | 5.07 CHF | 5.09 CHF | 60,000 | 60,000 | 60,246 | 60,246 | 302,004 CHF | 303,208 CHF | 100.00% | 100.00% |
11/07/2024 | 0.41% | 4.98 CHF | 5.00 CHF | 61,000 | 61,000 | 60,944 | 60,944 | 300,738 CHF | 301,958 CHF | 99.82% | 99.82% |
10/07/2024 | 0.41% | 4.85 CHF | 4.87 CHF | 62,000 | 62,000 | 62,000 | 62,000 | 298,582 CHF | 299,822 CHF | 100.00% | 100.00% |
09/07/2024 | 0.41% | 4.84 CHF | 4.86 CHF | 62,000 | 62,000 | 61,115 | 61,115 | 299,869 CHF | 301,092 CHF | 99.77% | 99.77% |
08/07/2024 | 0.41% | 4.90 CHF | 4.92 CHF | 61,000 | 61,000 | 61,125 | 61,125 | 299,000 CHF | 300,223 CHF | 99.99% | 99.99% |
05/07/2024 | 0.41% | 4.77 CHF | 4.79 CHF | 62,000 | 62,000 | 61,945 | 61,945 | 298,817 CHF | 300,056 CHF | 99.80% | 99.80% |
04/07/2024 | 0.42% | 4.81 CHF | 4.83 CHF | 62,000 | 62,000 | 61,997 | 61,997 | 297,234 CHF | 298,474 CHF | 100.00% | 100.00% |
03/07/2024 | 0.43% | 4.71 CHF | 4.73 CHF | 63,000 | 63,000 | 63,050 | 63,050 | 294,583 CHF | 295,844 CHF | 100.00% | 100.00% |
02/07/2024 | 0.44% | 4.60 CHF | 4.62 CHF | 64,000 | 64,000 | 63,999 | 63,999 | 291,264 CHF | 292,544 CHF | 99.99% | 99.99% |