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 | 0.20% | 4.91 CHF | 4.92 CHF | 62,000 | 62,000 | 61,208 | 61,208 | 307,695 CHF | 308,307 CHF | 99.97% | 99.97% |
12/07/2024 | 0.21% | 5.03 CHF | 5.04 CHF | 61,000 | 61,000 | 62,334 | 62,334 | 301,331 CHF | 301,955 CHF | 100.00% | 100.00% |
11/07/2024 | 0.20% | 4.88 CHF | 4.89 CHF | 62,000 | 62,000 | 61,097 | 61,097 | 306,981 CHF | 307,593 CHF | 99.98% | 99.98% |
10/07/2024 | 0.21% | 4.95 CHF | 4.96 CHF | 62,000 | 62,000 | 62,625 | 62,625 | 301,910 CHF | 302,537 CHF | 100.00% | 100.00% |
09/07/2024 | 0.20% | 4.80 CHF | 4.81 CHF | 63,000 | 63,000 | 62,118 | 62,118 | 303,678 CHF | 304,299 CHF | 100.00% | 100.00% |
08/07/2024 | 0.20% | 4.92 CHF | 4.93 CHF | 62,000 | 62,000 | 61,797 | 61,797 | 306,491 CHF | 307,109 CHF | 100.00% | 100.00% |
05/07/2024 | 0.20% | 4.88 CHF | 4.89 CHF | 62,000 | 62,000 | 62,000 | 62,000 | 304,604 CHF | 305,224 CHF | 99.81% | 99.81% |
04/07/2024 | 0.21% | 4.81 CHF | 4.82 CHF | 63,000 | 63,000 | 62,284 | 62,284 | 301,660 CHF | 302,283 CHF | 99.49% | 99.49% |
03/07/2024 | 0.21% | 4.83 CHF | 4.84 CHF | 63,000 | 63,000 | 62,629 | 62,629 | 301,797 CHF | 302,423 CHF | 99.19% | 99.19% |
02/07/2024 | 0.22% | 4.60 CHF | 4.61 CHF | 64,000 | 64,000 | 64,786 | 64,786 | 292,155 CHF | 292,802 CHF | 99.98% | 99.98% |