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 | 0.47% | 4.76 CHF | 4.78 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 490,879 CHF | 493,216 CHF | 93.63% | 93.63% |
12/07/2024 | 0.41% | 4.93 CHF | 4.95 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 483,043 CHF | 485,043 CHF | 96.09% | 96.09% |
11/07/2024 | 0.51% | 4.71 CHF | 4.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 468,382 CHF | 470,778 CHF | 97.17% | 97.17% |
10/07/2024 | 0.46% | 4.49 CHF | 4.51 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 434,569 CHF | 436,569 CHF | 96.75% | 96.75% |
09/07/2024 | 0.45% | 4.29 CHF | 4.31 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 439,440 CHF | 441,440 CHF | 99.55% | 99.55% |
08/07/2024 | 0.46% | 4.31 CHF | 4.33 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 432,299 CHF | 434,299 CHF | 96.66% | 96.66% |
05/07/2024 | 0.46% | 4.23 CHF | 4.25 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 435,924 CHF | 437,924 CHF | 99.41% | 99.41% |
04/07/2024 | 0.46% | 4.38 CHF | 4.40 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 432,785 CHF | 434,785 CHF | 99.66% | 99.66% |
03/07/2024 | 0.47% | 4.28 CHF | 4.30 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 428,206 CHF | 430,206 CHF | 98.97% | 98.97% |
02/07/2024 | 0.48% | 4.24 CHF | 4.26 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 413,764 CHF | 415,764 CHF | 99.86% | 99.86% |