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 | 0.21% | 4.81 CHF | 4.82 CHF | 172,000 | 172,000 | 76,908 | 76,908 | 369,860 CHF | 370,632 CHF | 99.97% | 99.97% |
12/07/2024 | 0.21% | 4.83 CHF | 4.84 CHF | 172,000 | 172,000 | 77,004 | 77,004 | 370,915 CHF | 371,687 CHF | 100.00% | 100.00% |
11/07/2024 | 0.21% | 4.85 CHF | 4.86 CHF | 172,000 | 172,000 | 75,388 | 75,388 | 376,254 CHF | 377,013 CHF | 99.97% | 99.97% |
10/07/2024 | 0.20% | 4.98 CHF | 4.99 CHF | 168,000 | 168,000 | 75,061 | 75,061 | 378,389 CHF | 379,141 CHF | 100.00% | 100.00% |
09/07/2024 | 0.20% | 5.06 CHF | 5.07 CHF | 168,000 | 168,000 | 75,328 | 75,328 | 380,467 CHF | 381,222 CHF | 100.00% | 100.00% |
08/07/2024 | 0.20% | 5.04 CHF | 5.05 CHF | 168,000 | 168,000 | 75,325 | 75,325 | 380,302 CHF | 381,057 CHF | 100.00% | 100.00% |
05/07/2024 | 0.20% | 5.05 CHF | 5.06 CHF | 168,000 | 168,000 | 75,004 | 75,004 | 376,587 CHF | 377,338 CHF | 99.81% | 99.81% |
04/07/2024 | 0.20% | 5.01 CHF | 5.02 CHF | 68,000 | 68,000 | 54,219 | 54,219 | 271,147 CHF | 271,689 CHF | 98.30% | 98.30% |
03/07/2024 | 0.20% | 4.98 CHF | 4.99 CHF | 168,000 | 168,000 | 75,028 | 75,028 | 379,426 CHF | 380,177 CHF | 100.00% | 100.00% |
02/07/2024 | 0.21% | 5.00 CHF | 5.01 CHF | 168,000 | 168,000 | 75,132 | 75,132 | 372,932 CHF | 373,685 CHF | 100.00% | 100.00% |