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 | 35,364 | 35,364 | 179,427 CHF | 179,964 CHF | 99.25% | 99.25% |
12/07/2024 | 0.38% | 4.92 CHF | 4.93 CHF | 80,000 | 80,000 | 36,086 | 36,086 | 174,611 CHF | 175,159 CHF | 100.00% | 100.00% |
11/07/2024 | 0.36% | 4.89 CHF | 4.90 CHF | 80,000 | 80,000 | 35,523 | 35,523 | 177,957 CHF | 178,494 CHF | 99.97% | 99.97% |
10/07/2024 | 0.37% | 4.88 CHF | 4.89 CHF | 80,000 | 80,000 | 35,772 | 35,772 | 173,914 CHF | 174,455 CHF | 100.00% | 100.00% |
09/07/2024 | 0.37% | 4.82 CHF | 4.83 CHF | 80,000 | 80,000 | 35,784 | 35,784 | 175,659 CHF | 176,201 CHF | 100.00% | 100.00% |
08/07/2024 | 0.37% | 4.87 CHF | 4.88 CHF | 80,000 | 80,000 | 35,507 | 35,507 | 172,684 CHF | 173,219 CHF | 99.99% | 99.99% |
05/07/2024 | 0.40% | 4.75 CHF | 4.76 CHF | 84,000 | 84,000 | 37,963 | 37,963 | 173,621 CHF | 174,200 CHF | 99.17% | 99.17% |
04/07/2024 | 0.44% | 4.49 CHF | 4.51 CHF | 34,000 | 34,000 | 27,118 | 27,118 | 121,811 CHF | 122,353 CHF | 99.50% | 99.50% |
03/07/2024 | 0.40% | 4.54 CHF | 4.55 CHF | 84,000 | 84,000 | 37,514 | 37,514 | 169,478 CHF | 170,046 CHF | 100.00% | 100.00% |
02/07/2024 | 0.40% | 4.56 CHF | 4.57 CHF | 84,000 | 84,000 | 36,583 | 36,583 | 164,809 CHF | 165,358 CHF | 99.98% | 99.98% |