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 | 0.22% | 4.67 CHF | 4.68 CHF | 122,000 | 122,000 | 53,633 | 53,633 | 250,014 CHF | 250,551 CHF | 99.96% | 99.96% |
12/07/2024 | 0.22% | 4.81 CHF | 4.82 CHF | 120,000 | 120,000 | 53,594 | 53,594 | 248,876 CHF | 249,413 CHF | 99.96% | 99.96% |
11/07/2024 | 0.22% | 4.63 CHF | 4.64 CHF | 122,000 | 122,000 | 53,133 | 53,133 | 249,086 CHF | 249,620 CHF | 99.95% | 99.95% |
10/07/2024 | 0.23% | 4.67 CHF | 4.68 CHF | 122,000 | 122,000 | 54,124 | 54,124 | 247,701 CHF | 248,244 CHF | 99.89% | 99.89% |
09/07/2024 | 0.23% | 4.41 CHF | 4.42 CHF | 126,000 | 126,000 | 54,673 | 54,673 | 244,221 CHF | 244,769 CHF | 99.67% | 99.67% |
08/07/2024 | 0.24% | 4.30 CHF | 4.31 CHF | 128,000 | 128,000 | 55,841 | 55,841 | 239,686 CHF | 240,245 CHF | 99.96% | 99.96% |
05/07/2024 | 0.26% | 4.16 CHF | 4.17 CHF | 130,000 | 130,000 | 58,317 | 58,317 | 231,725 CHF | 232,311 CHF | 99.38% | 99.38% |
04/07/2024 | 0.26% | 3.82 CHF | 3.83 CHF | 48,000 | 48,000 | 40,637 | 40,637 | 156,760 CHF | 157,167 CHF | 97.59% | 97.59% |
03/07/2024 | 0.26% | 3.85 CHF | 3.86 CHF | 136,000 | 136,000 | 58,200 | 58,200 | 223,936 CHF | 224,519 CHF | 97.28% | 97.28% |
02/07/2024 | 0.29% | 3.62 CHF | 3.63 CHF | 140,000 | 140,000 | 61,235 | 61,235 | 218,304 CHF | 218,917 CHF | 100.00% | 100.00% |