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 | 0.24% | 4.20 CHF | 4.21 CHF | 122,000 | 122,000 | 53,634 | 53,634 | 224,808 CHF | 225,346 CHF | 99.96% | 99.96% |
12/07/2024 | 0.25% | 4.34 CHF | 4.35 CHF | 120,000 | 120,000 | 53,594 | 53,594 | 223,669 CHF | 224,206 CHF | 99.96% | 99.96% |
11/07/2024 | 0.24% | 4.16 CHF | 4.17 CHF | 122,000 | 122,000 | 53,103 | 53,103 | 223,976 CHF | 224,510 CHF | 99.91% | 99.91% |
10/07/2024 | 0.25% | 4.20 CHF | 4.21 CHF | 122,000 | 122,000 | 54,118 | 54,118 | 222,138 CHF | 222,681 CHF | 99.88% | 99.88% |
09/07/2024 | 0.25% | 3.94 CHF | 3.95 CHF | 126,000 | 126,000 | 54,674 | 54,674 | 218,452 CHF | 219,001 CHF | 99.67% | 99.67% |
08/07/2024 | 0.27% | 3.82 CHF | 3.83 CHF | 128,000 | 128,000 | 55,839 | 55,839 | 213,406 CHF | 213,965 CHF | 99.96% | 99.96% |
05/07/2024 | 0.29% | 3.69 CHF | 3.70 CHF | 130,000 | 130,000 | 58,319 | 58,319 | 204,243 CHF | 204,828 CHF | 99.38% | 99.38% |
04/07/2024 | 0.29% | 3.35 CHF | 3.36 CHF | 48,000 | 48,000 | 40,637 | 40,637 | 137,542 CHF | 137,949 CHF | 97.60% | 97.60% |
03/07/2024 | 0.30% | 3.38 CHF | 3.39 CHF | 136,000 | 136,000 | 58,300 | 58,300 | 196,755 CHF | 197,339 CHF | 97.40% | 97.40% |
02/07/2024 | 0.33% | 3.15 CHF | 3.16 CHF | 140,000 | 140,000 | 61,236 | 61,236 | 189,274 CHF | 189,888 CHF | 100.00% | 100.00% |