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 | 0.17% | 5.99 CHF | 6.00 CHF | 15,720 | 15,720 | 15,558 | 15,558 | 93,010 CHF | 93,166 CHF | 99.98% | 99.98% |
12/07/2024 | 0.18% | 5.69 CHF | 5.70 CHF | 15,880 | 15,880 | 15,798 | 15,798 | 88,061 CHF | 88,219 CHF | 100.00% | 100.00% |
11/07/2024 | 0.19% | 5.35 CHF | 5.36 CHF | 16,050 | 16,050 | 15,935 | 15,935 | 84,914 CHF | 85,073 CHF | 99.52% | 99.52% |
10/07/2024 | 0.21% | 5.13 CHF | 5.14 CHF | 16,210 | 16,210 | 16,216 | 16,216 | 78,620 CHF | 78,782 CHF | 100.00% | 100.00% |
09/07/2024 | 0.21% | 4.64 CHF | 4.65 CHF | 16,490 | 16,490 | 16,304 | 16,304 | 76,782 CHF | 76,945 CHF | 99.61% | 99.61% |
08/07/2024 | 0.22% | 4.52 CHF | 4.53 CHF | 16,590 | 16,590 | 16,414 | 16,414 | 74,402 CHF | 74,567 CHF | 99.97% | 99.97% |
05/07/2024 | 0.21% | 4.54 CHF | 4.55 CHF | 16,590 | 16,590 | 16,326 | 16,326 | 76,944 CHF | 77,107 CHF | 99.89% | 99.89% |
04/07/2024 | 0.23% | 4.53 CHF | 4.54 CHF | 16,620 | 16,620 | 16,538 | 16,538 | 72,836 CHF | 73,002 CHF | 100.00% | 100.00% |
03/07/2024 | 0.21% | 4.82 CHF | 4.83 CHF | 16,420 | 16,420 | 16,198 | 16,198 | 79,471 CHF | 79,633 CHF | 99.91% | 99.91% |
02/07/2024 | 0.20% | 5.07 CHF | 5.08 CHF | 16,210 | 16,210 | 16,098 | 16,098 | 80,387 CHF | 80,548 CHF | 99.33% | 99.33% |