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 | 0.24% | 4.22 CHF | 4.23 CHF | 178,000 | 178,000 | 98,712 | 98,712 | 412,094 CHF | 413,083 CHF | 98.72% | 98.72% |
12/07/2024 | 0.26% | 4.08 CHF | 4.09 CHF | 180,000 | 180,000 | 100,724 | 100,724 | 401,337 CHF | 402,346 CHF | 99.99% | 99.99% |
11/07/2024 | 0.25% | 3.90 CHF | 3.91 CHF | 185,000 | 185,000 | 99,465 | 99,465 | 403,948 CHF | 404,949 CHF | 99.99% | 99.99% |
10/07/2024 | 0.25% | 4.05 CHF | 4.06 CHF | 180,000 | 180,000 | 100,104 | 100,104 | 402,783 CHF | 403,787 CHF | 99.89% | 99.89% |
09/07/2024 | 0.26% | 3.95 CHF | 3.96 CHF | 183,000 | 183,000 | 101,095 | 101,095 | 399,277 CHF | 400,290 CHF | 99.43% | 99.43% |
08/07/2024 | 0.26% | 3.89 CHF | 3.90 CHF | 185,000 | 185,000 | 102,228 | 102,228 | 397,388 CHF | 398,413 CHF | 100.00% | 100.00% |
05/07/2024 | 0.27% | 3.83 CHF | 3.84 CHF | 185,000 | 185,000 | 103,063 | 103,063 | 387,716 CHF | 388,749 CHF | 99.34% | 99.34% |
04/07/2024 | 0.27% | 3.71 CHF | 3.72 CHF | 94,000 | 94,000 | 83,884 | 83,884 | 312,016 CHF | 312,855 CHF | 99.49% | 99.49% |
03/07/2024 | 0.28% | 3.70 CHF | 3.71 CHF | 190,000 | 190,000 | 104,812 | 104,812 | 386,194 CHF | 387,244 CHF | 98.41% | 98.41% |
02/07/2024 | 0.29% | 3.69 CHF | 3.70 CHF | 190,000 | 190,000 | 105,805 | 105,805 | 379,302 CHF | 380,362 CHF | 100.00% | 100.00% |