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 | 0.71% | 4.33 CHF | 4.34 CHF | 88,000 | 88,000 | 36,328 | 36,328 | 158,363 CHF | 159,162 CHF | 99.99% | 99.99% |
12/07/2024 | 0.75% | 4.23 CHF | 4.24 CHF | 89,000 | 89,000 | 40,268 | 40,268 | 168,588 CHF | 169,531 CHF | 99.99% | 99.99% |
11/07/2024 | 0.74% | 4.13 CHF | 4.14 CHF | 90,000 | 90,000 | 40,261 | 40,261 | 168,184 CHF | 169,121 CHF | 99.99% | 99.99% |
10/07/2024 | 0.74% | 4.21 CHF | 4.22 CHF | 89,000 | 89,000 | 40,311 | 40,311 | 168,433 CHF | 169,377 CHF | 100.00% | 100.00% |
09/07/2024 | 0.79% | 4.08 CHF | 4.09 CHF | 90,000 | 90,000 | 38,733 | 38,733 | 157,319 CHF | 158,231 CHF | 99.76% | 99.76% |
08/07/2024 | 0.78% | 4.02 CHF | 4.03 CHF | 91,000 | 91,000 | 41,068 | 41,068 | 164,475 CHF | 165,431 CHF | 99.20% | 99.20% |
05/07/2024 | 0.81% | 3.94 CHF | 3.95 CHF | 92,000 | 92,000 | 41,925 | 41,925 | 162,114 CHF | 163,099 CHF | 99.89% | 99.89% |
04/07/2024 | 0.92% | 3.86 CHF | 3.89 CHF | 37,000 | 37,000 | 30,543 | 30,543 | 117,203 CHF | 118,246 CHF | 99.64% | 99.64% |
03/07/2024 | 0.78% | 3.79 CHF | 3.80 CHF | 94,000 | 94,000 | 41,189 | 41,189 | 162,136 CHF | 163,094 CHF | 100.00% | 100.00% |
02/07/2024 | 0.79% | 3.88 CHF | 3.89 CHF | 92,000 | 92,000 | 41,092 | 41,092 | 159,022 CHF | 159,976 CHF | 99.96% | 99.96% |