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 | 0.25% | 4.00 CHF | 4.01 CHF | 8,500 | 8,500 | 8,420 | 8,420 | 34,426 CHF | 34,511 CHF | 100.00% | 100.00% |
12/07/2024 | 0.25% | 4.14 CHF | 4.15 CHF | 8,500 | 8,500 | 8,420 | 8,420 | 34,196 CHF | 34,281 CHF | 100.00% | 100.00% |
11/07/2024 | 0.26% | 4.06 CHF | 4.07 CHF | 8,500 | 8,500 | 8,420 | 8,420 | 33,149 CHF | 33,233 CHF | 99.94% | 99.94% |
10/07/2024 | 0.27% | 3.78 CHF | 3.79 CHF | 9,000 | 9,000 | 8,895 | 8,895 | 33,412 CHF | 33,501 CHF | 99.96% | 99.96% |
09/07/2024 | 0.27% | 3.68 CHF | 3.69 CHF | 9,000 | 9,000 | 8,669 | 8,669 | 32,766 CHF | 32,853 CHF | 99.56% | 99.56% |
08/07/2024 | 0.27% | 3.76 CHF | 3.77 CHF | 9,000 | 9,000 | 8,568 | 8,568 | 32,410 CHF | 32,495 CHF | 100.00% | 100.00% |
05/07/2024 | 0.26% | 3.79 CHF | 3.80 CHF | 9,000 | 9,000 | 8,458 | 8,458 | 32,692 CHF | 32,777 CHF | 99.91% | 99.91% |
04/07/2024 | 0.26% | 3.84 CHF | 3.85 CHF | 8,500 | 8,500 | 8,525 | 8,525 | 32,567 CHF | 32,652 CHF | 100.00% | 100.00% |
03/07/2024 | 0.27% | 3.76 CHF | 3.77 CHF | 9,000 | 9,000 | 8,756 | 8,756 | 32,987 CHF | 33,075 CHF | 99.86% | 99.86% |
02/07/2024 | 0.28% | 3.63 CHF | 3.64 CHF | 9,000 | 9,000 | 8,915 | 8,915 | 32,063 CHF | 32,153 CHF | 99.61% | 99.61% |