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% | 4.97 CHF | 4.98 CHF | 76,000 | 76,000 | 35,368 | 35,368 | 170,903 CHF | 171,440 CHF | 99.26% | 99.26% |
12/07/2024 | 0.40% | 4.68 CHF | 4.69 CHF | 80,000 | 80,000 | 36,069 | 36,069 | 165,807 CHF | 166,355 CHF | 99.96% | 99.96% |
11/07/2024 | 0.37% | 4.65 CHF | 4.66 CHF | 80,000 | 80,000 | 35,544 | 35,544 | 169,475 CHF | 170,012 CHF | 99.96% | 99.96% |
10/07/2024 | 0.39% | 4.63 CHF | 4.64 CHF | 80,000 | 80,000 | 35,771 | 35,771 | 165,243 CHF | 165,784 CHF | 100.00% | 100.00% |
09/07/2024 | 0.38% | 4.58 CHF | 4.59 CHF | 80,000 | 80,000 | 35,785 | 35,785 | 166,990 CHF | 167,532 CHF | 100.00% | 100.00% |
08/07/2024 | 0.39% | 4.63 CHF | 4.64 CHF | 80,000 | 80,000 | 35,510 | 35,510 | 164,102 CHF | 164,638 CHF | 100.00% | 100.00% |
05/07/2024 | 0.42% | 4.50 CHF | 4.51 CHF | 84,000 | 84,000 | 37,960 | 37,960 | 164,403 CHF | 164,981 CHF | 99.16% | 99.16% |
04/07/2024 | 0.47% | 4.24 CHF | 4.26 CHF | 34,000 | 34,000 | 27,109 | 27,109 | 115,151 CHF | 115,693 CHF | 99.65% | 99.65% |
03/07/2024 | 0.42% | 4.30 CHF | 4.31 CHF | 84,000 | 84,000 | 37,514 | 37,514 | 160,338 CHF | 160,905 CHF | 100.00% | 100.00% |
02/07/2024 | 0.43% | 4.32 CHF | 4.33 CHF | 84,000 | 84,000 | 36,583 | 36,583 | 155,945 CHF | 156,494 CHF | 99.98% | 99.98% |