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 | 0.39% | 5.09 CHF | 5.11 CHF | 60,000 | 60,000 | 59,840 | 59,840 | 304,650 CHF | 305,847 CHF | 99.99% | 99.99% |
12/07/2024 | 0.40% | 5.05 CHF | 5.07 CHF | 60,000 | 60,000 | 60,246 | 60,246 | 300,907 CHF | 302,112 CHF | 100.00% | 100.00% |
11/07/2024 | 0.41% | 4.96 CHF | 4.98 CHF | 61,000 | 61,000 | 60,966 | 60,966 | 299,578 CHF | 300,798 CHF | 99.85% | 99.85% |
10/07/2024 | 0.42% | 4.82 CHF | 4.84 CHF | 62,000 | 62,000 | 62,000 | 62,000 | 297,227 CHF | 298,467 CHF | 100.00% | 100.00% |
09/07/2024 | 0.41% | 4.82 CHF | 4.84 CHF | 62,000 | 62,000 | 61,122 | 61,122 | 298,605 CHF | 299,827 CHF | 99.72% | 99.72% |
08/07/2024 | 0.41% | 4.88 CHF | 4.90 CHF | 61,000 | 61,000 | 61,125 | 61,125 | 297,731 CHF | 298,953 CHF | 99.99% | 99.99% |
05/07/2024 | 0.42% | 4.74 CHF | 4.76 CHF | 62,000 | 62,000 | 61,945 | 61,945 | 297,428 CHF | 298,667 CHF | 99.81% | 99.81% |
04/07/2024 | 0.42% | 4.79 CHF | 4.81 CHF | 62,000 | 62,000 | 61,997 | 61,997 | 295,844 CHF | 297,084 CHF | 100.00% | 100.00% |
03/07/2024 | 0.43% | 4.69 CHF | 4.71 CHF | 63,000 | 63,000 | 63,050 | 63,050 | 292,990 CHF | 294,251 CHF | 100.00% | 100.00% |
02/07/2024 | 0.44% | 4.57 CHF | 4.59 CHF | 64,000 | 64,000 | 63,999 | 63,999 | 289,440 CHF | 290,720 CHF | 99.99% | 99.99% |