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% | 5.07 CHF | 5.08 CHF | 76,000 | 76,000 | 35,364 | 35,364 | 174,533 CHF | 175,069 CHF | 99.25% | 99.25% |
12/07/2024 | 0.39% | 4.78 CHF | 4.79 CHF | 80,000 | 80,000 | 36,085 | 36,085 | 169,521 CHF | 170,069 CHF | 100.00% | 100.00% |
11/07/2024 | 0.37% | 4.76 CHF | 4.77 CHF | 80,000 | 80,000 | 35,527 | 35,527 | 173,042 CHF | 173,579 CHF | 99.98% | 99.98% |
10/07/2024 | 0.38% | 4.74 CHF | 4.75 CHF | 80,000 | 80,000 | 35,772 | 35,772 | 168,930 CHF | 169,472 CHF | 100.00% | 100.00% |
09/07/2024 | 0.38% | 4.68 CHF | 4.69 CHF | 80,000 | 80,000 | 35,781 | 35,781 | 170,664 CHF | 171,206 CHF | 99.99% | 99.99% |
08/07/2024 | 0.38% | 4.73 CHF | 4.74 CHF | 80,000 | 80,000 | 35,511 | 35,511 | 167,766 CHF | 168,302 CHF | 100.00% | 100.00% |
05/07/2024 | 0.41% | 4.61 CHF | 4.62 CHF | 84,000 | 84,000 | 37,962 | 37,962 | 168,335 CHF | 168,914 CHF | 99.17% | 99.17% |
04/07/2024 | 0.46% | 4.35 CHF | 4.37 CHF | 34,000 | 34,000 | 27,118 | 27,118 | 118,023 CHF | 118,566 CHF | 99.50% | 99.50% |
03/07/2024 | 0.41% | 4.40 CHF | 4.41 CHF | 84,000 | 84,000 | 37,514 | 37,514 | 164,235 CHF | 164,803 CHF | 100.00% | 100.00% |
02/07/2024 | 0.42% | 4.42 CHF | 4.43 CHF | 84,000 | 84,000 | 36,579 | 36,579 | 159,663 CHF | 160,211 CHF | 99.98% | 99.98% |