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 | 0.39% | 4.75 CHF | 4.76 CHF | 76,000 | 76,000 | 35,367 | 35,367 | 163,325 CHF | 163,862 CHF | 99.26% | 99.26% |
12/07/2024 | 0.42% | 4.46 CHF | 4.47 CHF | 80,000 | 80,000 | 36,085 | 36,085 | 158,057 CHF | 158,604 CHF | 100.00% | 100.00% |
11/07/2024 | 0.39% | 4.44 CHF | 4.45 CHF | 80,000 | 80,000 | 35,524 | 35,524 | 161,747 CHF | 162,284 CHF | 99.97% | 99.97% |
10/07/2024 | 0.41% | 4.42 CHF | 4.43 CHF | 80,000 | 80,000 | 35,772 | 35,772 | 157,519 CHF | 158,061 CHF | 100.00% | 100.00% |
09/07/2024 | 0.40% | 4.37 CHF | 4.38 CHF | 80,000 | 80,000 | 35,781 | 35,781 | 159,260 CHF | 159,802 CHF | 99.99% | 99.99% |
08/07/2024 | 0.41% | 4.41 CHF | 4.42 CHF | 80,000 | 80,000 | 35,510 | 35,510 | 156,466 CHF | 157,002 CHF | 100.00% | 100.00% |
05/07/2024 | 0.45% | 4.29 CHF | 4.30 CHF | 84,000 | 84,000 | 37,962 | 37,962 | 156,226 CHF | 156,805 CHF | 99.17% | 99.17% |
04/07/2024 | 0.49% | 4.03 CHF | 4.05 CHF | 34,000 | 34,000 | 27,118 | 27,118 | 109,353 CHF | 109,896 CHF | 99.50% | 99.50% |
03/07/2024 | 0.44% | 4.08 CHF | 4.09 CHF | 84,000 | 84,000 | 37,514 | 37,514 | 152,219 CHF | 152,786 CHF | 100.00% | 100.00% |
02/07/2024 | 0.45% | 4.10 CHF | 4.11 CHF | 84,000 | 84,000 | 36,574 | 36,574 | 147,900 CHF | 148,449 CHF | 99.97% | 99.97% |