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 | 0.37% | 5.04 CHF | 5.05 CHF | 76,000 | 76,000 | 35,368 | 35,368 | 173,602 CHF | 174,139 CHF | 99.26% | 99.26% |
12/07/2024 | 0.39% | 4.75 CHF | 4.76 CHF | 80,000 | 80,000 | 36,085 | 36,085 | 168,551 CHF | 169,099 CHF | 100.00% | 100.00% |
11/07/2024 | 0.37% | 4.73 CHF | 4.74 CHF | 80,000 | 80,000 | 35,527 | 35,527 | 172,103 CHF | 172,640 CHF | 99.98% | 99.98% |
10/07/2024 | 0.38% | 4.71 CHF | 4.72 CHF | 80,000 | 80,000 | 35,772 | 35,772 | 167,965 CHF | 168,507 CHF | 100.00% | 100.00% |
09/07/2024 | 0.38% | 4.66 CHF | 4.67 CHF | 80,000 | 80,000 | 35,779 | 35,779 | 169,694 CHF | 170,236 CHF | 99.99% | 99.99% |
08/07/2024 | 0.38% | 4.71 CHF | 4.72 CHF | 80,000 | 80,000 | 35,511 | 35,511 | 166,810 CHF | 167,345 CHF | 100.00% | 100.00% |
05/07/2024 | 0.42% | 4.58 CHF | 4.59 CHF | 84,000 | 84,000 | 37,954 | 37,954 | 167,275 CHF | 167,854 CHF | 99.63% | 99.63% |
04/07/2024 | 0.46% | 4.32 CHF | 4.34 CHF | 34,000 | 34,000 | 27,086 | 27,086 | 117,120 CHF | 117,662 CHF | 100.00% | 100.00% |
03/07/2024 | 0.41% | 4.37 CHF | 4.38 CHF | 84,000 | 84,000 | 37,514 | 37,514 | 163,229 CHF | 163,797 CHF | 100.00% | 100.00% |
02/07/2024 | 0.42% | 4.40 CHF | 4.41 CHF | 84,000 | 84,000 | 36,581 | 36,581 | 158,670 CHF | 159,219 CHF | 99.99% | 99.99% |