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 | 0.26% | 4.06 CHF | 4.07 CHF | 118,000 | 118,000 | 65,763 | 65,763 | 261,995 CHF | 262,654 CHF | 99.99% | 99.99% |
12/07/2024 | 0.26% | 3.98 CHF | 3.99 CHF | 120,000 | 120,000 | 66,084 | 66,084 | 263,174 CHF | 263,837 CHF | 100.00% | 100.00% |
11/07/2024 | 0.24% | 4.03 CHF | 4.04 CHF | 118,000 | 118,000 | 64,600 | 64,600 | 269,154 CHF | 269,801 CHF | 99.99% | 99.99% |
10/07/2024 | 0.24% | 4.18 CHF | 4.19 CHF | 116,000 | 116,000 | 64,251 | 64,251 | 268,420 CHF | 269,064 CHF | 100.00% | 100.00% |
09/07/2024 | 0.24% | 4.18 CHF | 4.19 CHF | 116,000 | 116,000 | 64,275 | 64,275 | 268,115 CHF | 268,759 CHF | 100.00% | 100.00% |
08/07/2024 | 0.25% | 4.15 CHF | 4.16 CHF | 116,000 | 116,000 | 64,867 | 64,867 | 269,033 CHF | 269,683 CHF | 100.00% | 100.00% |
05/07/2024 | 0.25% | 4.18 CHF | 4.19 CHF | 116,000 | 116,000 | 65,129 | 65,129 | 265,369 CHF | 266,021 CHF | 99.59% | 99.59% |
04/07/2024 | 0.25% | 4.02 CHF | 4.03 CHF | 59,000 | 59,000 | 53,167 | 53,167 | 213,428 CHF | 213,960 CHF | 100.00% | 100.00% |
03/07/2024 | 0.26% | 3.99 CHF | 4.00 CHF | 118,000 | 118,000 | 65,606 | 65,606 | 261,226 CHF | 261,883 CHF | 99.55% | 99.55% |
02/07/2024 | 0.26% | 3.92 CHF | 3.93 CHF | 120,000 | 120,000 | 66,074 | 66,074 | 256,209 CHF | 256,871 CHF | 99.75% | 99.75% |