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 | 0.44% | 4.57 CHF | 4.59 CHF | 60,000 | 60,000 | 59,840 | 59,840 | 273,289 CHF | 274,486 CHF | 100.00% | 100.00% |
12/07/2024 | 0.45% | 4.53 CHF | 4.55 CHF | 60,000 | 60,000 | 60,246 | 60,246 | 269,336 CHF | 270,541 CHF | 100.00% | 100.00% |
11/07/2024 | 0.45% | 4.44 CHF | 4.46 CHF | 61,000 | 61,000 | 60,966 | 60,966 | 267,699 CHF | 268,919 CHF | 99.83% | 99.83% |
10/07/2024 | 0.47% | 4.30 CHF | 4.32 CHF | 62,000 | 62,000 | 62,000 | 62,000 | 264,709 CHF | 265,949 CHF | 100.00% | 100.00% |
09/07/2024 | 0.46% | 4.30 CHF | 4.32 CHF | 62,000 | 62,000 | 61,122 | 61,122 | 266,661 CHF | 267,883 CHF | 99.73% | 99.73% |
08/07/2024 | 0.46% | 4.36 CHF | 4.38 CHF | 61,000 | 61,000 | 61,125 | 61,125 | 265,712 CHF | 266,934 CHF | 100.00% | 100.00% |
05/07/2024 | 0.47% | 4.22 CHF | 4.24 CHF | 62,000 | 62,000 | 61,945 | 61,945 | 265,045 CHF | 266,284 CHF | 99.80% | 99.80% |
04/07/2024 | 0.47% | 4.26 CHF | 4.28 CHF | 62,000 | 62,000 | 61,997 | 61,997 | 263,361 CHF | 264,601 CHF | 100.00% | 100.00% |
03/07/2024 | 0.48% | 4.16 CHF | 4.18 CHF | 63,000 | 63,000 | 63,050 | 63,050 | 260,035 CHF | 261,296 CHF | 100.00% | 100.00% |
02/07/2024 | 0.50% | 4.05 CHF | 4.07 CHF | 64,000 | 64,000 | 63,999 | 63,999 | 256,020 CHF | 257,300 CHF | 100.00% | 100.00% |