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% | 5.16 CHF | 5.17 CHF | 76,000 | 76,000 | 35,368 | 35,368 | 177,626 CHF | 178,162 CHF | 99.26% | 99.26% |
12/07/2024 | 0.38% | 4.87 CHF | 4.88 CHF | 80,000 | 80,000 | 36,085 | 36,085 | 172,748 CHF | 173,296 CHF | 100.00% | 100.00% |
11/07/2024 | 0.36% | 4.84 CHF | 4.85 CHF | 80,000 | 80,000 | 35,535 | 35,535 | 176,184 CHF | 176,721 CHF | 99.99% | 99.99% |
10/07/2024 | 0.37% | 4.83 CHF | 4.84 CHF | 80,000 | 80,000 | 35,772 | 35,772 | 172,078 CHF | 172,620 CHF | 100.00% | 100.00% |
09/07/2024 | 0.37% | 4.77 CHF | 4.78 CHF | 80,000 | 80,000 | 35,781 | 35,781 | 173,881 CHF | 174,423 CHF | 99.99% | 99.99% |
08/07/2024 | 0.37% | 4.82 CHF | 4.83 CHF | 80,000 | 80,000 | 35,507 | 35,507 | 170,929 CHF | 171,465 CHF | 99.99% | 99.99% |
05/07/2024 | 0.41% | 4.69 CHF | 4.70 CHF | 84,000 | 84,000 | 37,958 | 37,958 | 171,639 CHF | 172,218 CHF | 99.16% | 99.16% |
04/07/2024 | 0.45% | 4.43 CHF | 4.45 CHF | 34,000 | 34,000 | 27,109 | 27,109 | 120,351 CHF | 120,893 CHF | 99.65% | 99.65% |
03/07/2024 | 0.40% | 4.49 CHF | 4.50 CHF | 84,000 | 84,000 | 37,515 | 37,515 | 167,620 CHF | 168,188 CHF | 100.00% | 100.00% |
02/07/2024 | 0.41% | 4.51 CHF | 4.52 CHF | 84,000 | 84,000 | 36,580 | 36,580 | 162,975 CHF | 163,524 CHF | 99.98% | 99.98% |