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 | 0.23% | 4.37 CHF | 4.38 CHF | 122,000 | 122,000 | 53,646 | 53,646 | 234,072 CHF | 234,610 CHF | 99.94% | 99.94% |
12/07/2024 | 0.24% | 4.51 CHF | 4.52 CHF | 120,000 | 120,000 | 53,592 | 53,592 | 232,877 CHF | 233,414 CHF | 99.96% | 99.96% |
11/07/2024 | 0.23% | 4.33 CHF | 4.34 CHF | 122,000 | 122,000 | 53,102 | 53,102 | 233,088 CHF | 233,622 CHF | 99.91% | 99.91% |
10/07/2024 | 0.24% | 4.37 CHF | 4.38 CHF | 122,000 | 122,000 | 54,124 | 54,124 | 231,485 CHF | 232,028 CHF | 99.89% | 99.89% |
09/07/2024 | 0.24% | 4.12 CHF | 4.13 CHF | 126,000 | 126,000 | 54,674 | 54,674 | 227,851 CHF | 228,399 CHF | 99.67% | 99.67% |
08/07/2024 | 0.26% | 4.00 CHF | 4.01 CHF | 128,000 | 128,000 | 55,841 | 55,841 | 222,990 CHF | 223,549 CHF | 99.97% | 99.97% |
05/07/2024 | 0.28% | 3.86 CHF | 3.87 CHF | 130,000 | 130,000 | 58,316 | 58,316 | 214,270 CHF | 214,855 CHF | 99.37% | 99.37% |
04/07/2024 | 0.28% | 3.52 CHF | 3.53 CHF | 48,000 | 48,000 | 40,637 | 40,637 | 144,583 CHF | 144,990 CHF | 97.60% | 97.60% |
03/07/2024 | 0.29% | 3.55 CHF | 3.56 CHF | 136,000 | 136,000 | 58,247 | 58,247 | 206,643 CHF | 207,227 CHF | 97.34% | 97.34% |
02/07/2024 | 0.31% | 3.32 CHF | 3.33 CHF | 140,000 | 140,000 | 61,228 | 61,228 | 199,876 CHF | 200,490 CHF | 99.99% | 99.99% |