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% | 4.55 CHF | 4.56 CHF | 112,000 | 112,000 | 111,695 | 111,695 | 512,135 CHF | 513,252 CHF | 99.99% | 99.99% |
12/07/2024 | 0.22% | 4.70 CHF | 4.71 CHF | 112,000 | 112,000 | 113,200 | 113,200 | 508,712 CHF | 509,844 CHF | 100.00% | 100.00% |
11/07/2024 | 0.23% | 4.40 CHF | 4.41 CHF | 116,000 | 116,000 | 115,404 | 115,404 | 500,191 CHF | 501,346 CHF | 99.99% | 99.99% |
10/07/2024 | 0.24% | 4.30 CHF | 4.31 CHF | 116,000 | 116,000 | 117,127 | 117,127 | 493,356 CHF | 494,527 CHF | 99.99% | 99.99% |
09/07/2024 | 0.24% | 4.10 CHF | 4.11 CHF | 120,000 | 120,000 | 117,160 | 117,160 | 493,508 CHF | 494,679 CHF | 99.73% | 99.73% |
08/07/2024 | 0.23% | 4.33 CHF | 4.34 CHF | 116,000 | 116,000 | 115,518 | 115,518 | 503,330 CHF | 504,485 CHF | 99.28% | 99.28% |
05/07/2024 | 0.23% | 4.33 CHF | 4.34 CHF | 116,000 | 116,000 | 113,962 | 113,962 | 504,466 CHF | 505,605 CHF | 100.00% | 100.00% |
04/07/2024 | 0.23% | 4.36 CHF | 4.37 CHF | 116,000 | 116,000 | 115,520 | 115,520 | 500,184 CHF | 501,340 CHF | 99.62% | 99.62% |
03/07/2024 | 0.23% | 4.33 CHF | 4.34 CHF | 116,000 | 116,000 | 116,265 | 116,265 | 496,926 CHF | 498,089 CHF | 100.00% | 100.00% |
02/07/2024 | 0.24% | 4.22 CHF | 4.23 CHF | 118,000 | 118,000 | 117,513 | 117,513 | 495,956 CHF | 497,131 CHF | 99.98% | 99.98% |