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% | 5.06 CHF | 5.07 CHF | 122,000 | 122,000 | 53,645 | 53,645 | 271,111 CHF | 271,649 CHF | 99.94% | 99.94% |
12/07/2024 | 0.20% | 5.20 CHF | 5.21 CHF | 120,000 | 120,000 | 53,592 | 53,592 | 269,878 CHF | 270,414 CHF | 99.96% | 99.96% |
11/07/2024 | 0.20% | 5.02 CHF | 5.03 CHF | 122,000 | 122,000 | 53,106 | 53,106 | 269,781 CHF | 270,315 CHF | 99.92% | 99.92% |
10/07/2024 | 0.21% | 5.06 CHF | 5.07 CHF | 122,000 | 122,000 | 54,128 | 54,128 | 269,016 CHF | 269,559 CHF | 99.89% | 99.89% |
09/07/2024 | 0.21% | 4.81 CHF | 4.82 CHF | 126,000 | 126,000 | 54,675 | 54,675 | 265,723 CHF | 266,271 CHF | 99.67% | 99.67% |
08/07/2024 | 0.22% | 4.69 CHF | 4.70 CHF | 128,000 | 128,000 | 55,844 | 55,844 | 261,578 CHF | 262,137 CHF | 99.97% | 99.97% |
05/07/2024 | 0.24% | 4.55 CHF | 4.56 CHF | 130,000 | 130,000 | 58,311 | 58,311 | 254,577 CHF | 255,162 CHF | 99.36% | 99.36% |
04/07/2024 | 0.23% | 4.21 CHF | 4.22 CHF | 48,000 | 48,000 | 40,637 | 40,637 | 172,716 CHF | 173,122 CHF | 97.59% | 97.59% |
03/07/2024 | 0.24% | 4.24 CHF | 4.25 CHF | 136,000 | 136,000 | 57,985 | 57,985 | 245,980 CHF | 246,560 CHF | 97.00% | 97.00% |
02/07/2024 | 0.26% | 4.02 CHF | 4.03 CHF | 140,000 | 140,000 | 61,227 | 61,227 | 242,474 CHF | 243,088 CHF | 99.99% | 99.99% |