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% | 4.85 CHF | 4.86 CHF | 66,000 | 66,000 | 65,382 | 65,382 | 317,168 CHF | 317,823 CHF | 100.00% | 100.00% |
12/07/2024 | 0.20% | 4.94 CHF | 4.95 CHF | 65,000 | 65,000 | 64,390 | 64,390 | 319,999 CHF | 320,643 CHF | 100.00% | 100.00% |
11/07/2024 | 0.21% | 4.90 CHF | 4.91 CHF | 65,000 | 65,000 | 64,824 | 64,824 | 316,180 CHF | 316,829 CHF | 99.44% | 99.44% |
10/07/2024 | 0.21% | 4.89 CHF | 4.90 CHF | 65,000 | 65,000 | 65,352 | 65,352 | 314,486 CHF | 315,140 CHF | 100.00% | 100.00% |
09/07/2024 | 0.21% | 4.88 CHF | 4.89 CHF | 65,000 | 65,000 | 65,102 | 65,102 | 316,297 CHF | 316,949 CHF | 100.00% | 100.00% |
08/07/2024 | 0.21% | 4.92 CHF | 4.93 CHF | 65,000 | 65,000 | 64,389 | 64,389 | 315,178 CHF | 315,823 CHF | 100.00% | 100.00% |
05/07/2024 | 0.20% | 5.07 CHF | 5.08 CHF | 64,000 | 64,000 | 63,400 | 63,400 | 319,569 CHF | 320,203 CHF | 100.00% | 100.00% |
04/07/2024 | 0.20% | 5.04 CHF | 5.05 CHF | 64,000 | 64,000 | 63,457 | 63,457 | 317,379 CHF | 318,014 CHF | 100.00% | 100.00% |
03/07/2024 | 0.20% | 4.96 CHF | 4.97 CHF | 65,000 | 65,000 | 63,733 | 63,733 | 316,950 CHF | 317,588 CHF | 99.82% | 99.82% |
02/07/2024 | 0.20% | 5.02 CHF | 5.03 CHF | 64,000 | 64,000 | 62,794 | 62,794 | 317,904 CHF | 318,532 CHF | 99.96% | 99.96% |