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% | 4.78 CHF | 4.79 CHF | 66,000 | 66,000 | 65,384 | 65,384 | 312,551 CHF | 313,206 CHF | 100.00% | 100.00% |
12/07/2024 | 0.21% | 4.87 CHF | 4.88 CHF | 65,000 | 65,000 | 64,390 | 64,390 | 315,436 CHF | 316,080 CHF | 100.00% | 100.00% |
11/07/2024 | 0.21% | 4.83 CHF | 4.84 CHF | 65,000 | 65,000 | 64,830 | 64,830 | 311,609 CHF | 312,258 CHF | 99.89% | 99.89% |
10/07/2024 | 0.21% | 4.82 CHF | 4.83 CHF | 65,000 | 65,000 | 65,352 | 65,352 | 309,836 CHF | 310,490 CHF | 100.00% | 100.00% |
09/07/2024 | 0.21% | 4.81 CHF | 4.82 CHF | 65,000 | 65,000 | 65,121 | 65,121 | 311,736 CHF | 312,388 CHF | 99.93% | 99.93% |
08/07/2024 | 0.21% | 4.85 CHF | 4.86 CHF | 65,000 | 65,000 | 64,389 | 64,389 | 310,614 CHF | 311,258 CHF | 100.00% | 100.00% |
05/07/2024 | 0.20% | 5.00 CHF | 5.01 CHF | 64,000 | 64,000 | 63,400 | 63,400 | 315,100 CHF | 315,735 CHF | 100.00% | 100.00% |
04/07/2024 | 0.20% | 4.97 CHF | 4.98 CHF | 64,000 | 64,000 | 63,449 | 63,449 | 312,828 CHF | 313,463 CHF | 100.00% | 100.00% |
03/07/2024 | 0.21% | 4.89 CHF | 4.90 CHF | 65,000 | 65,000 | 63,733 | 63,733 | 312,374 CHF | 313,012 CHF | 100.00% | 100.00% |
02/07/2024 | 0.20% | 4.94 CHF | 4.95 CHF | 64,000 | 64,000 | 62,799 | 62,799 | 313,435 CHF | 314,063 CHF | 99.72% | 99.72% |