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 | 0.65% | 4.43 CHF | 4.44 CHF | 62,000 | 62,000 | 24,945 | 24,945 | 110,238 CHF | 110,737 CHF | 98.92% | 98.92% |
12/07/2024 | 0.70% | 4.36 CHF | 4.37 CHF | 62,000 | 62,000 | 25,256 | 25,256 | 106,030 CHF | 106,538 CHF | 100.00% | 100.00% |
11/07/2024 | 0.62% | 4.33 CHF | 4.34 CHF | 62,000 | 62,000 | 23,938 | 23,938 | 108,127 CHF | 108,601 CHF | 99.99% | 99.99% |
10/07/2024 | 0.63% | 4.59 CHF | 4.60 CHF | 60,000 | 60,000 | 23,880 | 23,880 | 108,621 CHF | 109,094 CHF | 99.59% | 99.59% |
09/07/2024 | 0.62% | 4.47 CHF | 4.48 CHF | 60,000 | 60,000 | 23,802 | 23,802 | 110,222 CHF | 110,695 CHF | 100.00% | 100.00% |
08/07/2024 | 0.65% | 4.56 CHF | 4.57 CHF | 60,000 | 60,000 | 24,400 | 24,400 | 108,948 CHF | 109,441 CHF | 100.00% | 100.00% |
05/07/2024 | 0.72% | 4.31 CHF | 4.32 CHF | 62,000 | 62,000 | 26,401 | 26,401 | 106,801 CHF | 107,331 CHF | 95.76% | 95.76% |
04/07/2024 | 0.80% | 3.78 CHF | 3.80 CHF | 20,000 | 20,000 | 16,819 | 16,819 | 63,908 CHF | 64,393 CHF | 97.96% | 97.96% |
03/07/2024 | 0.64% | 3.82 CHF | 3.83 CHF | 66,000 | 66,000 | 27,527 | 27,527 | 99,948 CHF | 100,423 CHF | 97.90% | 97.90% |
02/07/2024 | 0.70% | 3.43 CHF | 3.44 CHF | 70,000 | 70,000 | 27,559 | 27,559 | 93,075 CHF | 93,547 CHF | 100.00% | 100.00% |