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% | 4.99 CHF | 5.00 CHF | 122,000 | 122,000 | 53,627 | 53,627 | 267,170 CHF | 267,707 CHF | 99.99% | 99.99% |
12/07/2024 | 0.21% | 5.13 CHF | 5.14 CHF | 120,000 | 120,000 | 53,622 | 53,622 | 266,175 CHF | 266,712 CHF | 100.00% | 100.00% |
11/07/2024 | 0.20% | 4.95 CHF | 4.96 CHF | 122,000 | 122,000 | 53,150 | 53,150 | 266,177 CHF | 266,711 CHF | 99.98% | 99.98% |
10/07/2024 | 0.21% | 4.99 CHF | 5.00 CHF | 122,000 | 122,000 | 54,202 | 54,202 | 265,485 CHF | 266,028 CHF | 100.00% | 100.00% |
09/07/2024 | 0.21% | 4.74 CHF | 4.75 CHF | 126,000 | 126,000 | 54,665 | 54,665 | 261,763 CHF | 262,311 CHF | 99.74% | 99.74% |
08/07/2024 | 0.22% | 4.62 CHF | 4.63 CHF | 128,000 | 128,000 | 55,857 | 55,857 | 257,668 CHF | 258,227 CHF | 100.00% | 100.00% |
05/07/2024 | 0.24% | 4.48 CHF | 4.49 CHF | 130,000 | 130,000 | 58,311 | 58,311 | 250,466 CHF | 251,051 CHF | 99.36% | 99.36% |
04/07/2024 | 0.24% | 4.14 CHF | 4.15 CHF | 48,000 | 48,000 | 40,637 | 40,637 | 169,837 CHF | 170,243 CHF | 97.59% | 97.59% |
03/07/2024 | 0.24% | 4.17 CHF | 4.18 CHF | 136,000 | 136,000 | 59,388 | 59,388 | 247,695 CHF | 248,290 CHF | 99.09% | 99.09% |
02/07/2024 | 0.26% | 3.94 CHF | 3.95 CHF | 140,000 | 140,000 | 61,236 | 61,236 | 238,170 CHF | 238,783 CHF | 100.00% | 100.00% |