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 | 0.21% | 4.83 CHF | 4.84 CHF | 8,500 | 8,500 | 8,420 | 8,420 | 41,396 CHF | 41,480 CHF | 100.00% | 100.00% |
12/07/2024 | 0.21% | 4.96 CHF | 4.97 CHF | 8,500 | 8,500 | 8,420 | 8,420 | 41,166 CHF | 41,250 CHF | 99.61% | 99.61% |
11/07/2024 | 0.21% | 4.88 CHF | 4.89 CHF | 8,500 | 8,500 | 8,420 | 8,420 | 40,122 CHF | 40,206 CHF | 99.92% | 99.92% |
10/07/2024 | 0.22% | 4.61 CHF | 4.62 CHF | 9,000 | 9,000 | 8,897 | 8,897 | 40,779 CHF | 40,868 CHF | 99.97% | 99.97% |
09/07/2024 | 0.22% | 4.51 CHF | 4.52 CHF | 9,000 | 9,000 | 8,688 | 8,688 | 40,034 CHF | 40,121 CHF | 99.57% | 99.57% |
08/07/2024 | 0.22% | 4.59 CHF | 4.60 CHF | 9,000 | 9,000 | 8,553 | 8,553 | 39,434 CHF | 39,519 CHF | 100.00% | 100.00% |
05/07/2024 | 0.22% | 4.62 CHF | 4.63 CHF | 9,000 | 9,000 | 8,453 | 8,453 | 39,673 CHF | 39,758 CHF | 99.92% | 99.92% |
04/07/2024 | 0.22% | 4.67 CHF | 4.68 CHF | 8,500 | 8,500 | 8,522 | 8,522 | 39,607 CHF | 39,692 CHF | 100.00% | 100.00% |
03/07/2024 | 0.22% | 4.59 CHF | 4.60 CHF | 9,000 | 9,000 | 8,770 | 8,770 | 40,302 CHF | 40,390 CHF | 99.86% | 99.86% |
02/07/2024 | 0.23% | 4.46 CHF | 4.47 CHF | 9,000 | 9,000 | 8,915 | 8,915 | 39,429 CHF | 39,518 CHF | 99.68% | 99.68% |