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% | 4.41 CHF | 4.42 CHF | 112,000 | 112,000 | 111,696 | 111,696 | 496,278 CHF | 497,395 CHF | 100.00% | 100.00% |
12/07/2024 | 0.23% | 4.56 CHF | 4.57 CHF | 112,000 | 112,000 | 113,200 | 113,200 | 492,709 CHF | 493,841 CHF | 100.00% | 100.00% |
11/07/2024 | 0.24% | 4.26 CHF | 4.27 CHF | 116,000 | 116,000 | 115,405 | 115,405 | 483,855 CHF | 485,010 CHF | 99.99% | 99.99% |
10/07/2024 | 0.25% | 4.16 CHF | 4.17 CHF | 116,000 | 116,000 | 117,127 | 117,127 | 476,852 CHF | 478,023 CHF | 100.00% | 100.00% |
09/07/2024 | 0.25% | 3.96 CHF | 3.97 CHF | 120,000 | 120,000 | 117,160 | 117,160 | 476,995 CHF | 478,167 CHF | 99.73% | 99.73% |
08/07/2024 | 0.24% | 4.19 CHF | 4.20 CHF | 116,000 | 116,000 | 115,518 | 115,518 | 487,075 CHF | 488,230 CHF | 99.32% | 99.32% |
05/07/2024 | 0.23% | 4.19 CHF | 4.20 CHF | 116,000 | 116,000 | 113,962 | 113,962 | 488,394 CHF | 489,534 CHF | 100.00% | 100.00% |
04/07/2024 | 0.24% | 4.22 CHF | 4.23 CHF | 116,000 | 116,000 | 115,520 | 115,520 | 483,904 CHF | 485,059 CHF | 99.61% | 99.61% |
03/07/2024 | 0.24% | 4.19 CHF | 4.20 CHF | 116,000 | 116,000 | 116,265 | 116,265 | 480,536 CHF | 481,699 CHF | 100.00% | 100.00% |
02/07/2024 | 0.24% | 4.08 CHF | 4.09 CHF | 118,000 | 118,000 | 117,513 | 117,513 | 479,496 CHF | 480,671 CHF | 99.98% | 99.98% |