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 | 0.21% | 4.69 CHF | 4.70 CHF | 112,000 | 112,000 | 111,695 | 111,695 | 527,203 CHF | 528,320 CHF | 100.00% | 100.00% |
12/07/2024 | 0.22% | 4.84 CHF | 4.85 CHF | 112,000 | 112,000 | 113,200 | 113,200 | 523,977 CHF | 525,109 CHF | 99.99% | 99.99% |
11/07/2024 | 0.22% | 4.54 CHF | 4.55 CHF | 116,000 | 116,000 | 115,403 | 115,403 | 515,742 CHF | 516,897 CHF | 99.97% | 99.97% |
10/07/2024 | 0.23% | 4.44 CHF | 4.45 CHF | 116,000 | 116,000 | 117,127 | 117,127 | 509,196 CHF | 510,367 CHF | 100.00% | 100.00% |
09/07/2024 | 0.23% | 4.24 CHF | 4.25 CHF | 120,000 | 120,000 | 117,141 | 117,141 | 509,214 CHF | 510,385 CHF | 99.73% | 99.73% |
08/07/2024 | 0.22% | 4.47 CHF | 4.48 CHF | 116,000 | 116,000 | 115,518 | 115,518 | 518,822 CHF | 519,977 CHF | 99.29% | 99.29% |
05/07/2024 | 0.22% | 4.47 CHF | 4.48 CHF | 116,000 | 116,000 | 113,962 | 113,962 | 519,799 CHF | 520,938 CHF | 99.99% | 99.99% |
04/07/2024 | 0.22% | 4.49 CHF | 4.50 CHF | 116,000 | 116,000 | 115,520 | 115,520 | 515,745 CHF | 516,900 CHF | 99.57% | 99.57% |
03/07/2024 | 0.23% | 4.46 CHF | 4.47 CHF | 116,000 | 116,000 | 116,265 | 116,265 | 512,574 CHF | 513,737 CHF | 100.00% | 100.00% |
02/07/2024 | 0.23% | 4.35 CHF | 4.36 CHF | 118,000 | 118,000 | 117,513 | 117,513 | 511,763 CHF | 512,938 CHF | 99.99% | 99.99% |