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% | 4.98 CHF | 4.99 CHF | 178,000 | 178,000 | 98,668 | 98,668 | 486,812 CHF | 487,800 CHF | 98.88% | 98.88% |
12/07/2024 | 0.22% | 4.84 CHF | 4.85 CHF | 180,000 | 180,000 | 100,719 | 100,719 | 477,859 CHF | 478,868 CHF | 99.98% | 99.98% |
11/07/2024 | 0.21% | 4.66 CHF | 4.67 CHF | 185,000 | 185,000 | 99,464 | 99,464 | 479,526 CHF | 480,527 CHF | 99.99% | 99.99% |
10/07/2024 | 0.21% | 4.82 CHF | 4.83 CHF | 180,000 | 180,000 | 100,104 | 100,104 | 479,095 CHF | 480,099 CHF | 99.89% | 99.89% |
09/07/2024 | 0.22% | 4.71 CHF | 4.72 CHF | 183,000 | 183,000 | 101,096 | 101,096 | 476,295 CHF | 477,308 CHF | 99.43% | 99.43% |
08/07/2024 | 0.22% | 4.65 CHF | 4.66 CHF | 185,000 | 185,000 | 102,228 | 102,228 | 475,099 CHF | 476,124 CHF | 100.00% | 100.00% |
05/07/2024 | 0.23% | 4.60 CHF | 4.61 CHF | 185,000 | 185,000 | 103,064 | 103,064 | 466,277 CHF | 467,310 CHF | 99.35% | 99.35% |
04/07/2024 | 0.22% | 4.48 CHF | 4.49 CHF | 94,000 | 94,000 | 83,884 | 83,884 | 375,919 CHF | 376,758 CHF | 99.50% | 99.50% |
03/07/2024 | 0.23% | 4.46 CHF | 4.47 CHF | 190,000 | 190,000 | 104,684 | 104,684 | 465,739 CHF | 466,788 CHF | 99.36% | 99.36% |
02/07/2024 | 0.24% | 4.46 CHF | 4.47 CHF | 190,000 | 190,000 | 105,804 | 105,804 | 460,401 CHF | 461,461 CHF | 100.00% | 100.00% |