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 | 0.23% | 4.54 CHF | 4.55 CHF | 110,000 | 110,000 | 49,766 | 49,766 | 221,433 CHF | 221,931 CHF | 100.00% | 100.00% |
12/07/2024 | 0.22% | 4.54 CHF | 4.55 CHF | 110,000 | 110,000 | 49,132 | 49,132 | 223,345 CHF | 223,838 CHF | 99.92% | 99.92% |
11/07/2024 | 0.20% | 4.83 CHF | 4.84 CHF | 105,000 | 105,000 | 47,436 | 47,436 | 237,854 CHF | 238,329 CHF | 100.00% | 100.00% |
10/07/2024 | 0.20% | 5.04 CHF | 5.05 CHF | 105,000 | 105,000 | 47,371 | 47,371 | 239,376 CHF | 239,850 CHF | 100.00% | 100.00% |
09/07/2024 | 0.20% | 5.05 CHF | 5.06 CHF | 105,000 | 105,000 | 47,371 | 47,371 | 240,141 CHF | 240,615 CHF | 100.00% | 100.00% |
08/07/2024 | 0.20% | 5.03 CHF | 5.04 CHF | 105,000 | 105,000 | 47,347 | 47,347 | 243,194 CHF | 243,668 CHF | 99.99% | 99.99% |
05/07/2024 | 0.22% | 5.06 CHF | 5.07 CHF | 105,000 | 105,000 | 48,478 | 48,478 | 232,648 CHF | 233,134 CHF | 100.00% | 100.00% |
04/07/2024 | 0.21% | 4.72 CHF | 4.73 CHF | 44,000 | 44,000 | 35,497 | 35,497 | 166,579 CHF | 166,934 CHF | 100.00% | 100.00% |
03/07/2024 | 0.25% | 4.66 CHF | 4.67 CHF | 110,000 | 110,000 | 49,250 | 49,250 | 230,749 CHF | 231,246 CHF | 96.90% | 96.90% |
02/07/2024 | 0.22% | 4.59 CHF | 4.60 CHF | 110,000 | 110,000 | 49,500 | 49,500 | 225,670 CHF | 226,166 CHF | 99.99% | 99.99% |