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 | 0.20% | 4.88 CHF | 4.89 CHF | 112,000 | 112,000 | 111,696 | 111,696 | 549,019 CHF | 550,136 CHF | 99.99% | 99.99% |
12/07/2024 | 0.21% | 5.03 CHF | 5.04 CHF | 112,000 | 112,000 | 113,200 | 113,200 | 546,071 CHF | 547,203 CHF | 100.00% | 100.00% |
11/07/2024 | 0.21% | 4.73 CHF | 4.74 CHF | 116,000 | 116,000 | 115,403 | 115,403 | 538,178 CHF | 539,333 CHF | 99.99% | 99.99% |
10/07/2024 | 0.22% | 4.63 CHF | 4.64 CHF | 116,000 | 116,000 | 117,127 | 117,127 | 531,889 CHF | 533,060 CHF | 99.99% | 99.99% |
09/07/2024 | 0.22% | 4.43 CHF | 4.44 CHF | 120,000 | 120,000 | 117,161 | 117,161 | 531,975 CHF | 533,146 CHF | 99.73% | 99.73% |
08/07/2024 | 0.21% | 4.66 CHF | 4.67 CHF | 116,000 | 116,000 | 115,518 | 115,518 | 541,255 CHF | 542,410 CHF | 99.32% | 99.32% |
05/07/2024 | 0.21% | 4.66 CHF | 4.67 CHF | 116,000 | 116,000 | 113,962 | 113,962 | 541,928 CHF | 543,068 CHF | 99.99% | 99.99% |
04/07/2024 | 0.21% | 4.69 CHF | 4.70 CHF | 116,000 | 116,000 | 115,520 | 115,520 | 538,173 CHF | 539,328 CHF | 99.63% | 99.63% |
03/07/2024 | 0.22% | 4.66 CHF | 4.67 CHF | 116,000 | 116,000 | 116,265 | 116,265 | 535,073 CHF | 536,235 CHF | 100.00% | 100.00% |
02/07/2024 | 0.22% | 4.55 CHF | 4.56 CHF | 118,000 | 118,000 | 117,513 | 117,513 | 534,475 CHF | 535,650 CHF | 99.99% | 99.99% |