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 | 0.36% | 5.14 CHF | 5.15 CHF | 76,000 | 76,000 | 35,363 | 35,363 | 177,055 CHF | 177,592 CHF | 99.25% | 99.25% |
12/07/2024 | 0.38% | 4.85 CHF | 4.86 CHF | 80,000 | 80,000 | 36,085 | 36,085 | 172,186 CHF | 172,734 CHF | 100.00% | 100.00% |
11/07/2024 | 0.36% | 4.83 CHF | 4.84 CHF | 80,000 | 80,000 | 35,527 | 35,527 | 175,600 CHF | 176,137 CHF | 99.98% | 99.98% |
10/07/2024 | 0.38% | 4.81 CHF | 4.82 CHF | 80,000 | 80,000 | 35,771 | 35,771 | 171,499 CHF | 172,041 CHF | 100.00% | 100.00% |
09/07/2024 | 0.37% | 4.76 CHF | 4.77 CHF | 80,000 | 80,000 | 35,785 | 35,785 | 173,329 CHF | 173,871 CHF | 100.00% | 100.00% |
08/07/2024 | 0.37% | 4.81 CHF | 4.82 CHF | 80,000 | 80,000 | 35,511 | 35,511 | 170,387 CHF | 170,922 CHF | 100.00% | 100.00% |
05/07/2024 | 0.41% | 4.68 CHF | 4.69 CHF | 84,000 | 84,000 | 37,953 | 37,953 | 171,016 CHF | 171,595 CHF | 99.63% | 99.63% |
04/07/2024 | 0.45% | 4.42 CHF | 4.44 CHF | 34,000 | 34,000 | 27,086 | 27,086 | 119,814 CHF | 120,356 CHF | 100.00% | 100.00% |
03/07/2024 | 0.40% | 4.48 CHF | 4.49 CHF | 84,000 | 84,000 | 37,515 | 37,515 | 167,031 CHF | 167,599 CHF | 100.00% | 100.00% |
02/07/2024 | 0.41% | 4.50 CHF | 4.51 CHF | 84,000 | 84,000 | 36,577 | 36,577 | 162,374 CHF | 162,922 CHF | 99.98% | 99.98% |