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% | 4.90 CHF | 4.91 CHF | 178,000 | 178,000 | 98,719 | 98,719 | 479,257 CHF | 480,247 CHF | 98.68% | 98.68% |
12/07/2024 | 0.22% | 4.76 CHF | 4.77 CHF | 180,000 | 180,000 | 100,719 | 100,719 | 469,830 CHF | 470,839 CHF | 99.98% | 99.98% |
11/07/2024 | 0.22% | 4.58 CHF | 4.59 CHF | 185,000 | 185,000 | 99,458 | 99,458 | 471,548 CHF | 472,550 CHF | 99.99% | 99.99% |
10/07/2024 | 0.22% | 4.74 CHF | 4.75 CHF | 180,000 | 180,000 | 100,103 | 100,103 | 471,090 CHF | 472,094 CHF | 99.89% | 99.89% |
09/07/2024 | 0.22% | 4.63 CHF | 4.64 CHF | 183,000 | 183,000 | 101,094 | 101,094 | 468,203 CHF | 469,216 CHF | 99.43% | 99.43% |
08/07/2024 | 0.22% | 4.57 CHF | 4.58 CHF | 185,000 | 185,000 | 102,230 | 102,230 | 466,939 CHF | 467,964 CHF | 100.00% | 100.00% |
05/07/2024 | 0.23% | 4.52 CHF | 4.53 CHF | 185,000 | 185,000 | 103,065 | 103,065 | 457,983 CHF | 459,016 CHF | 99.35% | 99.35% |
04/07/2024 | 0.23% | 4.40 CHF | 4.41 CHF | 94,000 | 94,000 | 83,884 | 83,884 | 369,193 CHF | 370,032 CHF | 99.49% | 99.49% |
03/07/2024 | 0.23% | 4.38 CHF | 4.39 CHF | 190,000 | 190,000 | 105,335 | 105,335 | 460,149 CHF | 461,205 CHF | 96.89% | 96.89% |
02/07/2024 | 0.24% | 4.38 CHF | 4.39 CHF | 190,000 | 190,000 | 105,806 | 105,806 | 451,825 CHF | 452,885 CHF | 100.00% | 100.00% |