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% | 4.58 CHF | 4.59 CHF | 112,000 | 112,000 | 111,695 | 111,695 | 515,221 CHF | 516,338 CHF | 100.00% | 100.00% |
12/07/2024 | 0.22% | 4.73 CHF | 4.74 CHF | 112,000 | 112,000 | 113,200 | 113,200 | 511,909 CHF | 513,041 CHF | 100.00% | 100.00% |
11/07/2024 | 0.23% | 4.43 CHF | 4.44 CHF | 116,000 | 116,000 | 115,406 | 115,406 | 503,435 CHF | 504,590 CHF | 100.00% | 100.00% |
10/07/2024 | 0.24% | 4.33 CHF | 4.34 CHF | 116,000 | 116,000 | 117,127 | 117,127 | 496,705 CHF | 497,876 CHF | 100.00% | 100.00% |
09/07/2024 | 0.24% | 4.13 CHF | 4.14 CHF | 120,000 | 120,000 | 117,141 | 117,141 | 496,770 CHF | 497,941 CHF | 99.69% | 99.69% |
08/07/2024 | 0.23% | 4.36 CHF | 4.37 CHF | 116,000 | 116,000 | 115,518 | 115,518 | 506,613 CHF | 507,768 CHF | 99.26% | 99.26% |
05/07/2024 | 0.22% | 4.36 CHF | 4.37 CHF | 116,000 | 116,000 | 113,962 | 113,962 | 507,697 CHF | 508,836 CHF | 99.99% | 99.99% |
04/07/2024 | 0.23% | 4.38 CHF | 4.39 CHF | 116,000 | 116,000 | 115,519 | 115,519 | 503,486 CHF | 504,641 CHF | 99.54% | 99.54% |
03/07/2024 | 0.23% | 4.36 CHF | 4.37 CHF | 116,000 | 116,000 | 116,265 | 116,265 | 500,182 CHF | 501,344 CHF | 100.00% | 100.00% |
02/07/2024 | 0.24% | 4.25 CHF | 4.26 CHF | 118,000 | 118,000 | 117,513 | 117,513 | 499,311 CHF | 500,486 CHF | 99.99% | 99.99% |