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 | 0.38% | 4.83 CHF | 4.84 CHF | 76,000 | 76,000 | 35,367 | 35,367 | 166,168 CHF | 166,705 CHF | 99.26% | 99.26% |
12/07/2024 | 0.41% | 4.54 CHF | 4.55 CHF | 80,000 | 80,000 | 36,086 | 36,086 | 161,041 CHF | 161,589 CHF | 100.00% | 100.00% |
11/07/2024 | 0.39% | 4.52 CHF | 4.53 CHF | 80,000 | 80,000 | 35,529 | 35,529 | 164,636 CHF | 165,173 CHF | 99.98% | 99.98% |
10/07/2024 | 0.40% | 4.50 CHF | 4.51 CHF | 80,000 | 80,000 | 35,772 | 35,772 | 160,412 CHF | 160,953 CHF | 100.00% | 100.00% |
09/07/2024 | 0.40% | 4.45 CHF | 4.46 CHF | 80,000 | 80,000 | 35,784 | 35,784 | 162,161 CHF | 162,703 CHF | 100.00% | 100.00% |
08/07/2024 | 0.40% | 4.50 CHF | 4.51 CHF | 80,000 | 80,000 | 35,511 | 35,511 | 159,406 CHF | 159,942 CHF | 100.00% | 100.00% |
05/07/2024 | 0.44% | 4.37 CHF | 4.38 CHF | 84,000 | 84,000 | 37,953 | 37,953 | 159,246 CHF | 159,825 CHF | 99.62% | 99.62% |
04/07/2024 | 0.49% | 4.11 CHF | 4.13 CHF | 34,000 | 34,000 | 27,086 | 27,086 | 111,408 CHF | 111,949 CHF | 100.00% | 100.00% |
03/07/2024 | 0.43% | 4.16 CHF | 4.17 CHF | 84,000 | 84,000 | 37,510 | 37,510 | 155,343 CHF | 155,910 CHF | 99.99% | 99.99% |
02/07/2024 | 0.44% | 4.19 CHF | 4.20 CHF | 84,000 | 84,000 | 36,582 | 36,582 | 150,983 CHF | 151,532 CHF | 99.99% | 99.99% |