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 | 0.24% | 4.18 CHF | 4.19 CHF | 93,000 | 93,000 | 91,870 | 91,870 | 390,574 CHF | 391,493 CHF | 99.63% | 99.63% |
12/07/2024 | 0.24% | 4.41 CHF | 4.42 CHF | 98,000 | 98,000 | 97,883 | 97,883 | 409,524 CHF | 410,504 CHF | 100.00% | 100.00% |
11/07/2024 | 0.25% | 4.10 CHF | 4.11 CHF | 102,500 | 102,500 | 101,847 | 101,847 | 407,166 CHF | 408,186 CHF | 99.61% | 99.61% |
10/07/2024 | 0.26% | 3.93 CHF | 3.94 CHF | 108,500 | 108,500 | 107,742 | 107,742 | 413,289 CHF | 414,368 CHF | 100.00% | 100.00% |
09/07/2024 | 0.26% | 3.71 CHF | 3.72 CHF | 101,500 | 101,500 | 99,757 | 99,757 | 387,086 CHF | 388,085 CHF | 100.00% | 100.00% |
08/07/2024 | 0.25% | 4.04 CHF | 4.05 CHF | 100,500 | 100,500 | 99,284 | 99,284 | 408,142 CHF | 409,136 CHF | 99.88% | 99.88% |
05/07/2024 | 0.24% | 4.03 CHF | 4.04 CHF | 101,000 | 101,000 | 99,265 | 99,265 | 413,338 CHF | 414,332 CHF | 99.79% | 99.79% |
04/07/2024 | 0.25% | 4.02 CHF | 4.03 CHF | 103,000 | 103,000 | 102,033 | 102,033 | 407,024 CHF | 408,045 CHF | 100.00% | 100.00% |
03/07/2024 | 0.26% | 3.93 CHF | 3.94 CHF | 109,500 | 109,500 | 108,967 | 108,967 | 419,404 CHF | 420,494 CHF | 99.94% | 99.94% |
02/07/2024 | 0.28% | 3.64 CHF | 3.65 CHF | 105,500 | 105,500 | 104,831 | 104,831 | 377,277 CHF | 378,326 CHF | 99.59% | 99.59% |