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 | 0.63% | 4.60 CHF | 4.61 CHF | 35,000 | 35,000 | 14,252 | 14,252 | 64,230 CHF | 64,518 CHF | 97.02% | 97.02% |
12/07/2024 | 0.52% | 4.49 CHF | 4.50 CHF | 35,000 | 35,000 | 15,887 | 15,887 | 71,057 CHF | 71,344 CHF | 98.59% | 98.59% |
11/07/2024 | 0.52% | 4.48 CHF | 4.49 CHF | 35,000 | 35,000 | 15,778 | 15,778 | 70,187 CHF | 70,474 CHF | 99.99% | 99.99% |
10/07/2024 | 0.54% | 4.38 CHF | 4.39 CHF | 35,000 | 35,000 | 16,047 | 16,047 | 69,718 CHF | 70,010 CHF | 100.00% | 100.00% |
09/07/2024 | 0.55% | 4.24 CHF | 4.25 CHF | 36,000 | 36,000 | 16,248 | 16,248 | 68,247 CHF | 68,541 CHF | 100.00% | 100.00% |
08/07/2024 | 0.56% | 4.32 CHF | 4.33 CHF | 36,000 | 36,000 | 16,258 | 16,258 | 69,177 CHF | 69,472 CHF | 100.00% | 100.00% |
05/07/2024 | 0.55% | 4.15 CHF | 4.16 CHF | 36,000 | 36,000 | 16,232 | 16,232 | 68,585 CHF | 68,879 CHF | 99.03% | 99.03% |
04/07/2024 | 0.59% | 4.32 CHF | 4.34 CHF | 15,000 | 15,000 | 11,834 | 11,834 | 50,930 CHF | 51,215 CHF | 98.84% | 98.84% |
03/07/2024 | 0.55% | 4.28 CHF | 4.29 CHF | 36,000 | 36,000 | 16,247 | 16,247 | 69,235 CHF | 69,530 CHF | 100.00% | 100.00% |
02/07/2024 | 0.56% | 4.17 CHF | 4.18 CHF | 36,000 | 36,000 | 16,257 | 16,257 | 67,827 CHF | 68,122 CHF | 100.00% | 100.00% |