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 | 0.61% | 4.71 CHF | 4.72 CHF | 62,000 | 62,000 | 24,948 | 24,948 | 117,079 CHF | 117,579 CHF | 98.93% | 98.93% |
12/07/2024 | 0.66% | 4.63 CHF | 4.64 CHF | 62,000 | 62,000 | 25,255 | 25,255 | 112,943 CHF | 113,450 CHF | 100.00% | 100.00% |
11/07/2024 | 0.59% | 4.60 CHF | 4.61 CHF | 62,000 | 62,000 | 23,934 | 23,934 | 114,662 CHF | 115,135 CHF | 99.97% | 99.97% |
10/07/2024 | 0.60% | 4.87 CHF | 4.88 CHF | 60,000 | 60,000 | 23,880 | 23,880 | 115,178 CHF | 115,652 CHF | 99.59% | 99.59% |
09/07/2024 | 0.58% | 4.75 CHF | 4.76 CHF | 60,000 | 60,000 | 23,803 | 23,803 | 116,744 CHF | 117,217 CHF | 100.00% | 100.00% |
08/07/2024 | 0.61% | 4.83 CHF | 4.84 CHF | 60,000 | 60,000 | 24,402 | 24,402 | 115,637 CHF | 116,130 CHF | 100.00% | 100.00% |
05/07/2024 | 0.68% | 4.58 CHF | 4.59 CHF | 62,000 | 62,000 | 26,395 | 26,395 | 114,018 CHF | 114,548 CHF | 95.76% | 95.76% |
04/07/2024 | 0.75% | 4.05 CHF | 4.07 CHF | 20,000 | 20,000 | 16,819 | 16,819 | 68,526 CHF | 69,011 CHF | 97.97% | 97.97% |
03/07/2024 | 0.60% | 4.09 CHF | 4.10 CHF | 66,000 | 66,000 | 27,524 | 27,524 | 107,511 CHF | 107,985 CHF | 97.72% | 97.72% |
02/07/2024 | 0.64% | 3.71 CHF | 3.72 CHF | 70,000 | 70,000 | 27,559 | 27,559 | 100,672 CHF | 101,144 CHF | 100.00% | 100.00% |