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 | 0.49% | 4.10 CHF | 4.12 CHF | 114,000 | 114,000 | 114,000 | 114,000 | 468,112 CHF | 470,392 CHF | 99.99% | 99.99% |
12/07/2024 | 0.46% | 4.31 CHF | 4.33 CHF | 112,300 | 112,300 | 112,300 | 112,300 | 490,806 CHF | 493,052 CHF | 100.00% | 100.00% |
11/07/2024 | 0.48% | 4.22 CHF | 4.24 CHF | 114,400 | 114,400 | 114,400 | 114,400 | 474,761 CHF | 477,049 CHF | 99.99% | 99.99% |
10/07/2024 | 0.50% | 4.15 CHF | 4.17 CHF | 117,300 | 117,300 | 117,300 | 117,300 | 468,025 CHF | 470,371 CHF | 99.99% | 99.99% |
09/07/2024 | 0.49% | 4.15 CHF | 4.17 CHF | 113,400 | 113,400 | 113,274 | 113,274 | 463,773 CHF | 466,041 CHF | 100.00% | 100.00% |
08/07/2024 | 0.48% | 4.25 CHF | 4.27 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 461,316 CHF | 463,516 CHF | 100.00% | 100.00% |
05/07/2024 | 0.44% | 4.60 CHF | 4.62 CHF | 107,100 | 107,100 | 107,100 | 107,100 | 484,187 CHF | 486,329 CHF | 99.99% | 99.99% |
04/07/2024 | 0.45% | 4.52 CHF | 4.54 CHF | 107,100 | 107,100 | 107,100 | 107,100 | 472,058 CHF | 474,200 CHF | 100.00% | 100.00% |
03/07/2024 | 0.46% | 4.31 CHF | 4.33 CHF | 111,200 | 111,200 | 111,200 | 111,200 | 481,358 CHF | 483,582 CHF | 100.00% | 100.00% |
02/07/2024 | 0.44% | 4.42 CHF | 4.44 CHF | 108,900 | 108,900 | 108,900 | 108,900 | 492,946 CHF | 495,124 CHF | 100.00% | 100.00% |