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% | 4.47 CHF | 4.48 CHF | 122,000 | 122,000 | 53,638 | 53,638 | 239,463 CHF | 240,000 CHF | 99.97% | 99.97% |
12/07/2024 | 0.23% | 4.61 CHF | 4.62 CHF | 120,000 | 120,000 | 53,607 | 53,607 | 238,353 CHF | 238,890 CHF | 99.98% | 99.98% |
11/07/2024 | 0.23% | 4.43 CHF | 4.44 CHF | 122,000 | 122,000 | 53,120 | 53,120 | 238,527 CHF | 239,061 CHF | 99.94% | 99.94% |
10/07/2024 | 0.24% | 4.47 CHF | 4.48 CHF | 122,000 | 122,000 | 54,127 | 54,127 | 236,989 CHF | 237,532 CHF | 99.89% | 99.89% |
09/07/2024 | 0.24% | 4.22 CHF | 4.23 CHF | 126,000 | 126,000 | 54,673 | 54,673 | 233,390 CHF | 233,938 CHF | 99.67% | 99.67% |
08/07/2024 | 0.25% | 4.10 CHF | 4.11 CHF | 128,000 | 128,000 | 55,833 | 55,833 | 228,605 CHF | 229,164 CHF | 99.97% | 99.97% |
05/07/2024 | 0.27% | 3.96 CHF | 3.97 CHF | 130,000 | 130,000 | 58,313 | 58,313 | 220,166 CHF | 220,751 CHF | 99.37% | 99.37% |
04/07/2024 | 0.27% | 3.62 CHF | 3.63 CHF | 48,000 | 48,000 | 40,637 | 40,637 | 148,689 CHF | 149,095 CHF | 97.59% | 97.59% |
03/07/2024 | 0.28% | 3.65 CHF | 3.66 CHF | 136,000 | 136,000 | 57,996 | 57,996 | 211,658 CHF | 212,239 CHF | 97.11% | 97.11% |
02/07/2024 | 0.31% | 3.42 CHF | 3.43 CHF | 140,000 | 140,000 | 61,235 | 61,235 | 206,152 CHF | 206,766 CHF | 100.00% | 100.00% |