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 | 0.20% | 5.08 CHF | 5.09 CHF | 8,500 | 8,500 | 8,420 | 8,420 | 43,520 CHF | 43,605 CHF | 100.00% | 100.00% |
12/07/2024 | 0.20% | 5.22 CHF | 5.23 CHF | 8,500 | 8,500 | 8,420 | 8,420 | 43,304 CHF | 43,388 CHF | 99.97% | 99.97% |
11/07/2024 | 0.20% | 5.14 CHF | 5.15 CHF | 8,500 | 8,500 | 8,420 | 8,420 | 42,243 CHF | 42,327 CHF | 99.94% | 99.94% |
10/07/2024 | 0.21% | 4.87 CHF | 4.88 CHF | 9,000 | 9,000 | 8,899 | 8,899 | 43,047 CHF | 43,136 CHF | 99.97% | 99.97% |
09/07/2024 | 0.21% | 4.76 CHF | 4.77 CHF | 9,000 | 9,000 | 8,669 | 8,669 | 42,128 CHF | 42,215 CHF | 99.57% | 99.57% |
08/07/2024 | 0.21% | 4.84 CHF | 4.85 CHF | 9,000 | 9,000 | 8,572 | 8,572 | 41,700 CHF | 41,786 CHF | 99.89% | 99.89% |
05/07/2024 | 0.20% | 4.87 CHF | 4.88 CHF | 9,000 | 9,000 | 8,458 | 8,458 | 41,827 CHF | 41,911 CHF | 100.00% | 100.00% |
04/07/2024 | 0.21% | 4.92 CHF | 4.93 CHF | 8,500 | 8,500 | 8,525 | 8,525 | 41,774 CHF | 41,859 CHF | 100.00% | 100.00% |
03/07/2024 | 0.21% | 4.84 CHF | 4.85 CHF | 9,000 | 9,000 | 8,756 | 8,756 | 42,444 CHF | 42,531 CHF | 99.86% | 99.86% |
02/07/2024 | 0.22% | 4.71 CHF | 4.72 CHF | 9,000 | 9,000 | 8,916 | 8,916 | 41,694 CHF | 41,783 CHF | 99.61% | 99.61% |