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 | 0.20% | 5.08 CHF | 5.09 CHF | 112,000 | 112,000 | 111,696 | 111,696 | 571,604 CHF | 572,721 CHF | 99.99% | 99.99% |
12/07/2024 | 0.20% | 5.24 CHF | 5.25 CHF | 112,000 | 112,000 | 113,200 | 113,200 | 568,957 CHF | 570,089 CHF | 99.99% | 99.99% |
11/07/2024 | 0.21% | 4.93 CHF | 4.94 CHF | 116,000 | 116,000 | 115,408 | 115,408 | 561,529 CHF | 562,683 CHF | 100.00% | 100.00% |
10/07/2024 | 0.21% | 4.83 CHF | 4.84 CHF | 116,000 | 116,000 | 117,127 | 117,127 | 555,555 CHF | 556,727 CHF | 99.99% | 99.99% |
09/07/2024 | 0.21% | 4.63 CHF | 4.64 CHF | 120,000 | 120,000 | 117,142 | 117,142 | 555,563 CHF | 556,735 CHF | 99.69% | 99.69% |
08/07/2024 | 0.20% | 4.87 CHF | 4.88 CHF | 116,000 | 116,000 | 115,518 | 115,518 | 564,530 CHF | 565,685 CHF | 99.28% | 99.28% |
05/07/2024 | 0.20% | 4.86 CHF | 4.87 CHF | 116,000 | 116,000 | 113,962 | 113,962 | 564,878 CHF | 566,017 CHF | 100.00% | 100.00% |
04/07/2024 | 0.21% | 4.89 CHF | 4.90 CHF | 116,000 | 116,000 | 115,520 | 115,520 | 561,434 CHF | 562,590 CHF | 99.57% | 99.57% |
03/07/2024 | 0.21% | 4.86 CHF | 4.87 CHF | 116,000 | 116,000 | 116,265 | 116,265 | 558,565 CHF | 559,728 CHF | 100.00% | 100.00% |
02/07/2024 | 0.21% | 4.75 CHF | 4.76 CHF | 118,000 | 118,000 | 117,513 | 117,513 | 558,099 CHF | 559,274 CHF | 99.98% | 99.98% |