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 | 0.23% | 4.27 CHF | 4.28 CHF | 8,500 | 8,500 | 8,420 | 8,420 | 36,749 CHF | 36,834 CHF | 100.00% | 100.00% |
12/07/2024 | 0.23% | 4.41 CHF | 4.42 CHF | 8,500 | 8,500 | 8,420 | 8,420 | 36,515 CHF | 36,600 CHF | 100.00% | 100.00% |
11/07/2024 | 0.24% | 4.33 CHF | 4.34 CHF | 8,500 | 8,500 | 8,420 | 8,420 | 35,473 CHF | 35,557 CHF | 99.92% | 99.92% |
10/07/2024 | 0.25% | 4.06 CHF | 4.07 CHF | 9,000 | 9,000 | 8,894 | 8,894 | 35,854 CHF | 35,943 CHF | 99.97% | 99.97% |
09/07/2024 | 0.25% | 3.96 CHF | 3.97 CHF | 9,000 | 9,000 | 8,668 | 8,668 | 35,160 CHF | 35,246 CHF | 99.56% | 99.56% |
08/07/2024 | 0.25% | 4.04 CHF | 4.05 CHF | 9,000 | 9,000 | 8,553 | 8,553 | 34,729 CHF | 34,815 CHF | 100.00% | 100.00% |
05/07/2024 | 0.24% | 4.07 CHF | 4.08 CHF | 9,000 | 9,000 | 8,460 | 8,460 | 35,036 CHF | 35,121 CHF | 100.00% | 100.00% |
04/07/2024 | 0.25% | 4.12 CHF | 4.13 CHF | 8,500 | 8,500 | 8,522 | 8,522 | 34,913 CHF | 34,998 CHF | 100.00% | 100.00% |
03/07/2024 | 0.25% | 4.04 CHF | 4.05 CHF | 9,000 | 9,000 | 8,772 | 8,772 | 35,467 CHF | 35,555 CHF | 100.00% | 100.00% |
02/07/2024 | 0.26% | 3.91 CHF | 3.92 CHF | 9,000 | 9,000 | 8,915 | 8,915 | 34,525 CHF | 34,614 CHF | 99.68% | 99.68% |