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 | 0.41% | 4.86 CHF | 4.88 CHF | 60,000 | 60,000 | 59,840 | 59,840 | 290,587 CHF | 291,783 CHF | 100.00% | 100.00% |
12/07/2024 | 0.42% | 4.82 CHF | 4.84 CHF | 60,000 | 60,000 | 60,246 | 60,246 | 286,808 CHF | 288,013 CHF | 100.00% | 100.00% |
11/07/2024 | 0.43% | 4.73 CHF | 4.75 CHF | 61,000 | 61,000 | 60,967 | 60,967 | 285,323 CHF | 286,543 CHF | 99.82% | 99.82% |
10/07/2024 | 0.44% | 4.59 CHF | 4.61 CHF | 62,000 | 62,000 | 62,000 | 62,000 | 282,689 CHF | 283,929 CHF | 100.00% | 100.00% |
09/07/2024 | 0.43% | 4.59 CHF | 4.61 CHF | 62,000 | 62,000 | 61,122 | 61,122 | 284,336 CHF | 285,559 CHF | 99.74% | 99.74% |
08/07/2024 | 0.43% | 4.65 CHF | 4.67 CHF | 61,000 | 61,000 | 61,125 | 61,125 | 283,438 CHF | 284,661 CHF | 100.00% | 100.00% |
05/07/2024 | 0.44% | 4.51 CHF | 4.53 CHF | 62,000 | 62,000 | 61,945 | 61,945 | 282,940 CHF | 284,179 CHF | 99.80% | 99.80% |
04/07/2024 | 0.44% | 4.55 CHF | 4.57 CHF | 62,000 | 62,000 | 61,997 | 61,997 | 281,340 CHF | 282,580 CHF | 100.00% | 100.00% |
03/07/2024 | 0.45% | 4.45 CHF | 4.47 CHF | 63,000 | 63,000 | 63,050 | 63,050 | 278,243 CHF | 279,504 CHF | 100.00% | 100.00% |
02/07/2024 | 0.47% | 4.34 CHF | 4.36 CHF | 64,000 | 64,000 | 63,999 | 63,999 | 274,516 CHF | 275,796 CHF | 99.99% | 99.99% |