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% | 4.61 CHF | 4.62 CHF | 122,000 | 122,000 | 53,633 | 53,633 | 246,908 CHF | 247,446 CHF | 100.00% | 100.00% |
12/07/2024 | 0.22% | 4.75 CHF | 4.76 CHF | 120,000 | 120,000 | 53,616 | 53,616 | 245,872 CHF | 246,409 CHF | 99.99% | 99.99% |
11/07/2024 | 0.22% | 4.57 CHF | 4.58 CHF | 122,000 | 122,000 | 53,142 | 53,142 | 246,011 CHF | 246,546 CHF | 99.97% | 99.97% |
10/07/2024 | 0.23% | 4.61 CHF | 4.62 CHF | 122,000 | 122,000 | 54,203 | 54,203 | 244,884 CHF | 245,428 CHF | 100.00% | 100.00% |
09/07/2024 | 0.23% | 4.36 CHF | 4.37 CHF | 126,000 | 126,000 | 54,668 | 54,668 | 241,010 CHF | 241,558 CHF | 99.74% | 99.74% |
08/07/2024 | 0.24% | 4.24 CHF | 4.25 CHF | 128,000 | 128,000 | 55,866 | 55,866 | 236,549 CHF | 237,109 CHF | 100.00% | 100.00% |
05/07/2024 | 0.26% | 4.10 CHF | 4.11 CHF | 130,000 | 130,000 | 58,311 | 58,311 | 228,332 CHF | 228,917 CHF | 99.37% | 99.37% |
04/07/2024 | 0.26% | 3.76 CHF | 3.77 CHF | 48,000 | 48,000 | 40,637 | 40,637 | 154,392 CHF | 154,799 CHF | 97.59% | 97.59% |
03/07/2024 | 0.27% | 3.79 CHF | 3.80 CHF | 136,000 | 136,000 | 59,398 | 59,398 | 225,122 CHF | 225,717 CHF | 99.10% | 99.10% |
02/07/2024 | 0.29% | 3.56 CHF | 3.57 CHF | 140,000 | 140,000 | 61,236 | 61,236 | 214,816 CHF | 215,430 CHF | 100.00% | 100.00% |