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 | 0.61% | 4.72 CHF | 4.73 CHF | 35,000 | 35,000 | 14,193 | 14,193 | 65,690 CHF | 65,978 CHF | 98.34% | 98.34% |
12/07/2024 | 0.51% | 4.61 CHF | 4.62 CHF | 35,000 | 35,000 | 15,826 | 15,826 | 72,708 CHF | 72,996 CHF | 99.57% | 99.57% |
11/07/2024 | 0.51% | 4.61 CHF | 4.62 CHF | 35,000 | 35,000 | 15,777 | 15,777 | 72,110 CHF | 72,398 CHF | 99.99% | 99.99% |
10/07/2024 | 0.52% | 4.50 CHF | 4.51 CHF | 35,000 | 35,000 | 16,053 | 16,053 | 71,724 CHF | 72,015 CHF | 99.99% | 99.99% |
09/07/2024 | 0.54% | 4.36 CHF | 4.37 CHF | 36,000 | 36,000 | 16,248 | 16,248 | 70,246 CHF | 70,541 CHF | 100.00% | 100.00% |
08/07/2024 | 0.54% | 4.45 CHF | 4.46 CHF | 36,000 | 36,000 | 16,257 | 16,257 | 71,173 CHF | 71,467 CHF | 100.00% | 100.00% |
05/07/2024 | 0.53% | 4.27 CHF | 4.28 CHF | 36,000 | 36,000 | 16,189 | 16,189 | 70,386 CHF | 70,680 CHF | 99.63% | 99.63% |
04/07/2024 | 0.57% | 4.44 CHF | 4.46 CHF | 15,000 | 15,000 | 11,813 | 11,813 | 52,282 CHF | 52,566 CHF | 99.60% | 99.60% |
03/07/2024 | 0.53% | 4.40 CHF | 4.41 CHF | 36,000 | 36,000 | 16,247 | 16,247 | 71,246 CHF | 71,540 CHF | 100.00% | 100.00% |
02/07/2024 | 0.54% | 4.29 CHF | 4.30 CHF | 36,000 | 36,000 | 16,255 | 16,255 | 69,844 CHF | 70,139 CHF | 99.99% | 99.99% |