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 | 0.35% | 5.26 CHF | 5.27 CHF | 76,000 | 76,000 | 35,368 | 35,368 | 181,039 CHF | 181,576 CHF | 99.26% | 99.26% |
12/07/2024 | 0.37% | 4.96 CHF | 4.97 CHF | 80,000 | 80,000 | 36,086 | 36,086 | 176,143 CHF | 176,691 CHF | 100.00% | 100.00% |
11/07/2024 | 0.35% | 4.94 CHF | 4.95 CHF | 80,000 | 80,000 | 35,530 | 35,530 | 179,514 CHF | 180,051 CHF | 99.99% | 99.99% |
10/07/2024 | 0.37% | 4.92 CHF | 4.93 CHF | 80,000 | 80,000 | 35,772 | 35,772 | 175,442 CHF | 175,984 CHF | 100.00% | 100.00% |
09/07/2024 | 0.36% | 4.87 CHF | 4.88 CHF | 80,000 | 80,000 | 35,781 | 35,781 | 177,166 CHF | 177,708 CHF | 99.99% | 99.99% |
08/07/2024 | 0.36% | 4.92 CHF | 4.93 CHF | 80,000 | 80,000 | 35,511 | 35,511 | 174,285 CHF | 174,820 CHF | 100.00% | 100.00% |
05/07/2024 | 0.40% | 4.79 CHF | 4.80 CHF | 84,000 | 84,000 | 37,952 | 37,952 | 175,187 CHF | 175,766 CHF | 99.62% | 99.62% |
04/07/2024 | 0.44% | 4.53 CHF | 4.55 CHF | 34,000 | 34,000 | 27,086 | 27,086 | 122,798 CHF | 123,340 CHF | 100.00% | 100.00% |
03/07/2024 | 0.39% | 4.58 CHF | 4.59 CHF | 84,000 | 84,000 | 37,515 | 37,515 | 171,101 CHF | 171,669 CHF | 100.00% | 100.00% |
02/07/2024 | 0.40% | 4.61 CHF | 4.62 CHF | 84,000 | 84,000 | 36,578 | 36,578 | 166,426 CHF | 166,975 CHF | 99.98% | 99.98% |