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 | 0.22% | 4.44 CHF | 4.45 CHF | 112,000 | 112,000 | 111,695 | 111,695 | 499,747 CHF | 500,864 CHF | 99.99% | 99.99% |
12/07/2024 | 0.23% | 4.59 CHF | 4.60 CHF | 112,000 | 112,000 | 113,200 | 113,200 | 496,233 CHF | 497,365 CHF | 100.00% | 100.00% |
11/07/2024 | 0.24% | 4.29 CHF | 4.30 CHF | 116,000 | 116,000 | 115,406 | 115,406 | 487,525 CHF | 488,680 CHF | 99.98% | 99.98% |
10/07/2024 | 0.24% | 4.19 CHF | 4.20 CHF | 116,000 | 116,000 | 117,127 | 117,127 | 480,529 CHF | 481,700 CHF | 99.99% | 99.99% |
09/07/2024 | 0.24% | 4.00 CHF | 4.01 CHF | 120,000 | 120,000 | 117,142 | 117,142 | 480,621 CHF | 481,793 CHF | 99.69% | 99.69% |
08/07/2024 | 0.24% | 4.23 CHF | 4.24 CHF | 116,000 | 116,000 | 115,518 | 115,518 | 490,673 CHF | 491,828 CHF | 99.26% | 99.26% |
05/07/2024 | 0.23% | 4.22 CHF | 4.23 CHF | 116,000 | 116,000 | 113,962 | 113,962 | 491,950 CHF | 493,090 CHF | 100.00% | 100.00% |
04/07/2024 | 0.24% | 4.25 CHF | 4.26 CHF | 116,000 | 116,000 | 115,519 | 115,519 | 487,511 CHF | 488,666 CHF | 99.54% | 99.54% |
03/07/2024 | 0.24% | 4.22 CHF | 4.23 CHF | 116,000 | 116,000 | 116,265 | 116,265 | 484,189 CHF | 485,352 CHF | 100.00% | 100.00% |
02/07/2024 | 0.24% | 4.11 CHF | 4.12 CHF | 118,000 | 118,000 | 117,513 | 117,513 | 483,168 CHF | 484,343 CHF | 99.98% | 99.98% |