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 | 0.36% | 5.21 CHF | 5.22 CHF | 76,000 | 76,000 | 35,368 | 35,368 | 179,299 CHF | 179,835 CHF | 99.26% | 99.26% |
12/07/2024 | 0.38% | 4.91 CHF | 4.92 CHF | 80,000 | 80,000 | 36,085 | 36,085 | 174,365 CHF | 174,913 CHF | 100.00% | 100.00% |
11/07/2024 | 0.36% | 4.89 CHF | 4.90 CHF | 80,000 | 80,000 | 35,525 | 35,525 | 177,809 CHF | 178,346 CHF | 99.97% | 99.97% |
10/07/2024 | 0.37% | 4.87 CHF | 4.88 CHF | 80,000 | 80,000 | 35,771 | 35,771 | 173,760 CHF | 174,301 CHF | 100.00% | 100.00% |
09/07/2024 | 0.37% | 4.82 CHF | 4.83 CHF | 80,000 | 80,000 | 35,785 | 35,785 | 175,502 CHF | 176,044 CHF | 100.00% | 100.00% |
08/07/2024 | 0.37% | 4.87 CHF | 4.88 CHF | 80,000 | 80,000 | 35,510 | 35,510 | 172,532 CHF | 173,068 CHF | 100.00% | 100.00% |
05/07/2024 | 0.40% | 4.74 CHF | 4.75 CHF | 84,000 | 84,000 | 37,954 | 37,954 | 173,409 CHF | 173,988 CHF | 99.62% | 99.62% |
04/07/2024 | 0.44% | 4.48 CHF | 4.50 CHF | 34,000 | 34,000 | 27,086 | 27,086 | 121,508 CHF | 122,049 CHF | 100.00% | 100.00% |
03/07/2024 | 0.40% | 4.54 CHF | 4.55 CHF | 84,000 | 84,000 | 37,511 | 37,511 | 169,295 CHF | 169,862 CHF | 99.99% | 99.99% |
02/07/2024 | 0.40% | 4.56 CHF | 4.57 CHF | 84,000 | 84,000 | 36,581 | 36,581 | 164,619 CHF | 165,168 CHF | 99.99% | 99.99% |