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 | 0.22% | 4.67 CHF | 4.68 CHF | 178,000 | 178,000 | 98,670 | 98,670 | 456,646 CHF | 457,634 CHF | 98.88% | 98.88% |
12/07/2024 | 0.23% | 4.53 CHF | 4.54 CHF | 180,000 | 180,000 | 100,724 | 100,724 | 447,021 CHF | 448,030 CHF | 99.99% | 99.99% |
11/07/2024 | 0.23% | 4.35 CHF | 4.36 CHF | 185,000 | 185,000 | 99,473 | 99,473 | 449,034 CHF | 450,036 CHF | 99.99% | 99.99% |
10/07/2024 | 0.23% | 4.51 CHF | 4.52 CHF | 180,000 | 180,000 | 100,104 | 100,104 | 448,269 CHF | 449,273 CHF | 99.89% | 99.89% |
09/07/2024 | 0.23% | 4.40 CHF | 4.41 CHF | 183,000 | 183,000 | 101,095 | 101,095 | 445,264 CHF | 446,277 CHF | 99.43% | 99.43% |
08/07/2024 | 0.23% | 4.34 CHF | 4.35 CHF | 185,000 | 185,000 | 102,228 | 102,228 | 443,780 CHF | 444,805 CHF | 100.00% | 100.00% |
05/07/2024 | 0.24% | 4.29 CHF | 4.30 CHF | 185,000 | 185,000 | 102,627 | 102,627 | 432,777 CHF | 433,805 CHF | 97.86% | 97.86% |
04/07/2024 | 0.24% | 4.17 CHF | 4.18 CHF | 94,000 | 94,000 | 83,858 | 83,858 | 349,935 CHF | 350,774 CHF | 99.03% | 99.03% |
03/07/2024 | 0.25% | 4.16 CHF | 4.17 CHF | 190,000 | 190,000 | 102,305 | 102,305 | 423,560 CHF | 424,585 CHF | 96.15% | 96.15% |
02/07/2024 | 0.25% | 4.15 CHF | 4.16 CHF | 190,000 | 190,000 | 105,805 | 105,805 | 427,671 CHF | 428,731 CHF | 100.00% | 100.00% |