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% | 4.25 CHF | 4.27 CHF | 60,000 | 60,000 | 59,840 | 59,840 | 254,141 CHF | 255,337 CHF | 100.00% | 100.00% |
12/07/2024 | 0.48% | 4.21 CHF | 4.23 CHF | 60,000 | 60,000 | 60,246 | 60,246 | 250,117 CHF | 251,322 CHF | 100.00% | 100.00% |
11/07/2024 | 0.49% | 4.12 CHF | 4.14 CHF | 61,000 | 61,000 | 60,963 | 60,963 | 248,179 CHF | 249,399 CHF | 99.82% | 99.82% |
10/07/2024 | 0.50% | 3.98 CHF | 4.00 CHF | 62,000 | 62,000 | 62,000 | 62,000 | 244,939 CHF | 246,179 CHF | 100.00% | 100.00% |
09/07/2024 | 0.49% | 3.98 CHF | 4.00 CHF | 62,000 | 62,000 | 61,122 | 61,122 | 247,101 CHF | 248,324 CHF | 99.73% | 99.73% |
08/07/2024 | 0.50% | 4.04 CHF | 4.06 CHF | 61,000 | 61,000 | 61,125 | 61,125 | 246,214 CHF | 247,436 CHF | 100.00% | 100.00% |
05/07/2024 | 0.50% | 3.90 CHF | 3.92 CHF | 62,000 | 62,000 | 61,945 | 61,945 | 245,271 CHF | 246,510 CHF | 99.79% | 99.79% |
04/07/2024 | 0.51% | 3.95 CHF | 3.97 CHF | 62,000 | 62,000 | 61,997 | 61,997 | 243,604 CHF | 244,844 CHF | 100.00% | 100.00% |
03/07/2024 | 0.52% | 3.84 CHF | 3.86 CHF | 63,000 | 63,000 | 63,050 | 63,050 | 239,921 CHF | 241,182 CHF | 100.00% | 100.00% |
02/07/2024 | 0.54% | 3.73 CHF | 3.75 CHF | 64,000 | 64,000 | 63,999 | 63,999 | 235,540 CHF | 236,820 CHF | 100.00% | 100.00% |