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% | 5.02 CHF | 5.03 CHF | 76,000 | 76,000 | 35,364 | 35,364 | 172,706 CHF | 173,242 CHF | 99.25% | 99.25% |
12/07/2024 | 0.39% | 4.73 CHF | 4.74 CHF | 80,000 | 80,000 | 36,086 | 36,086 | 167,749 CHF | 168,297 CHF | 100.00% | 100.00% |
11/07/2024 | 0.37% | 4.70 CHF | 4.71 CHF | 80,000 | 80,000 | 35,523 | 35,523 | 171,200 CHF | 171,737 CHF | 99.97% | 99.97% |
10/07/2024 | 0.39% | 4.69 CHF | 4.70 CHF | 80,000 | 80,000 | 35,771 | 35,771 | 167,089 CHF | 167,630 CHF | 100.00% | 100.00% |
09/07/2024 | 0.38% | 4.63 CHF | 4.64 CHF | 80,000 | 80,000 | 35,784 | 35,784 | 168,833 CHF | 169,375 CHF | 100.00% | 100.00% |
08/07/2024 | 0.38% | 4.68 CHF | 4.69 CHF | 80,000 | 80,000 | 35,510 | 35,510 | 166,016 CHF | 166,551 CHF | 100.00% | 100.00% |
05/07/2024 | 0.42% | 4.55 CHF | 4.56 CHF | 84,000 | 84,000 | 37,963 | 37,963 | 166,370 CHF | 166,948 CHF | 99.17% | 99.17% |
04/07/2024 | 0.46% | 4.29 CHF | 4.31 CHF | 34,000 | 34,000 | 27,109 | 27,109 | 116,571 CHF | 117,113 CHF | 99.65% | 99.65% |
03/07/2024 | 0.42% | 4.35 CHF | 4.36 CHF | 84,000 | 84,000 | 37,514 | 37,514 | 162,288 CHF | 162,856 CHF | 100.00% | 100.00% |
02/07/2024 | 0.42% | 4.37 CHF | 4.38 CHF | 84,000 | 84,000 | 36,579 | 36,579 | 157,843 CHF | 158,392 CHF | 99.98% | 99.98% |