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 | 0.21% | 4.72 CHF | 4.73 CHF | 62,000 | 62,000 | 61,208 | 61,208 | 295,816 CHF | 296,428 CHF | 99.97% | 99.97% |
12/07/2024 | 0.22% | 4.83 CHF | 4.84 CHF | 61,000 | 61,000 | 62,334 | 62,334 | 289,273 CHF | 289,896 CHF | 100.00% | 100.00% |
11/07/2024 | 0.21% | 4.68 CHF | 4.69 CHF | 62,000 | 62,000 | 61,096 | 61,096 | 295,153 CHF | 295,764 CHF | 99.99% | 99.99% |
10/07/2024 | 0.22% | 4.75 CHF | 4.76 CHF | 62,000 | 62,000 | 62,625 | 62,625 | 289,850 CHF | 290,476 CHF | 100.00% | 100.00% |
09/07/2024 | 0.21% | 4.60 CHF | 4.61 CHF | 63,000 | 63,000 | 62,118 | 62,118 | 291,705 CHF | 292,326 CHF | 100.00% | 100.00% |
08/07/2024 | 0.21% | 4.72 CHF | 4.73 CHF | 62,000 | 62,000 | 61,798 | 61,798 | 294,567 CHF | 295,185 CHF | 100.00% | 100.00% |
05/07/2024 | 0.21% | 4.69 CHF | 4.70 CHF | 62,000 | 62,000 | 62,000 | 62,000 | 292,658 CHF | 293,278 CHF | 99.81% | 99.81% |
04/07/2024 | 0.21% | 4.62 CHF | 4.63 CHF | 63,000 | 63,000 | 62,284 | 62,284 | 289,668 CHF | 290,291 CHF | 99.49% | 99.49% |
03/07/2024 | 0.22% | 4.64 CHF | 4.65 CHF | 63,000 | 63,000 | 62,628 | 62,628 | 289,738 CHF | 290,364 CHF | 100.00% | 100.00% |
02/07/2024 | 0.23% | 4.41 CHF | 4.42 CHF | 64,000 | 64,000 | 64,786 | 64,786 | 279,777 CHF | 280,425 CHF | 99.97% | 99.97% |