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 | 0.69% | 4.16 CHF | 4.17 CHF | 62,000 | 62,000 | 24,948 | 24,948 | 103,410 CHF | 103,910 CHF | 98.92% | 98.92% |
12/07/2024 | 0.75% | 4.08 CHF | 4.09 CHF | 62,000 | 62,000 | 25,256 | 25,256 | 99,119 CHF | 99,627 CHF | 100.00% | 100.00% |
11/07/2024 | 0.66% | 4.06 CHF | 4.07 CHF | 62,000 | 62,000 | 23,938 | 23,938 | 101,568 CHF | 102,041 CHF | 99.99% | 99.99% |
10/07/2024 | 0.67% | 4.32 CHF | 4.33 CHF | 60,000 | 60,000 | 23,880 | 23,880 | 102,063 CHF | 102,536 CHF | 99.59% | 99.59% |
09/07/2024 | 0.66% | 4.20 CHF | 4.21 CHF | 60,000 | 60,000 | 23,800 | 23,800 | 103,677 CHF | 104,150 CHF | 99.99% | 99.99% |
08/07/2024 | 0.69% | 4.28 CHF | 4.29 CHF | 60,000 | 60,000 | 24,400 | 24,400 | 102,271 CHF | 102,765 CHF | 100.00% | 100.00% |
05/07/2024 | 0.78% | 4.03 CHF | 4.04 CHF | 62,000 | 62,000 | 26,395 | 26,395 | 99,539 CHF | 100,069 CHF | 95.75% | 95.75% |
04/07/2024 | 0.86% | 3.50 CHF | 3.52 CHF | 20,000 | 20,000 | 16,819 | 16,819 | 59,280 CHF | 59,765 CHF | 97.96% | 97.96% |
03/07/2024 | 0.69% | 3.54 CHF | 3.55 CHF | 66,000 | 66,000 | 27,523 | 27,523 | 92,353 CHF | 92,827 CHF | 97.72% | 97.72% |
02/07/2024 | 0.76% | 3.16 CHF | 3.17 CHF | 70,000 | 70,000 | 27,552 | 27,552 | 85,443 CHF | 85,915 CHF | 99.98% | 99.98% |