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% | 4.76 CHF | 4.77 CHF | 178,000 | 178,000 | 98,665 | 98,665 | 465,299 CHF | 466,287 CHF | 98.88% | 98.88% |
12/07/2024 | 0.23% | 4.62 CHF | 4.63 CHF | 180,000 | 180,000 | 100,725 | 100,725 | 455,864 CHF | 456,873 CHF | 99.99% | 99.99% |
11/07/2024 | 0.22% | 4.44 CHF | 4.45 CHF | 185,000 | 185,000 | 99,469 | 99,469 | 457,784 CHF | 458,785 CHF | 100.00% | 100.00% |
10/07/2024 | 0.22% | 4.60 CHF | 4.61 CHF | 180,000 | 180,000 | 100,105 | 100,105 | 457,147 CHF | 458,151 CHF | 99.89% | 99.89% |
09/07/2024 | 0.23% | 4.49 CHF | 4.50 CHF | 183,000 | 183,000 | 101,094 | 101,094 | 454,175 CHF | 455,188 CHF | 99.43% | 99.43% |
08/07/2024 | 0.23% | 4.43 CHF | 4.44 CHF | 185,000 | 185,000 | 102,229 | 102,229 | 452,772 CHF | 453,796 CHF | 100.00% | 100.00% |
05/07/2024 | 0.24% | 4.38 CHF | 4.39 CHF | 185,000 | 185,000 | 103,066 | 103,066 | 443,740 CHF | 444,773 CHF | 99.35% | 99.35% |
04/07/2024 | 0.23% | 4.26 CHF | 4.27 CHF | 94,000 | 94,000 | 83,885 | 83,885 | 357,490 CHF | 358,329 CHF | 99.50% | 99.50% |
03/07/2024 | 0.24% | 4.25 CHF | 4.26 CHF | 190,000 | 190,000 | 104,664 | 104,664 | 442,648 CHF | 443,696 CHF | 99.36% | 99.36% |
02/07/2024 | 0.25% | 4.24 CHF | 4.25 CHF | 190,000 | 190,000 | 105,806 | 105,806 | 437,105 CHF | 438,165 CHF | 100.00% | 100.00% |