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 | 1.85% | 4.61 CHF | 4.63 CHF | 23,100 | 23,100 | 10,366 | 10,366 | 47,519 CHF | 48,161 CHF | 100.00% | 100.00% |
12/07/2024 | 1.92% | 4.60 CHF | 4.62 CHF | 23,900 | 23,900 | 10,720 | 10,720 | 48,251 CHF | 48,914 CHF | 99.99% | 99.99% |
11/07/2024 | 1.98% | 4.36 CHF | 4.38 CHF | 24,600 | 24,600 | 11,050 | 11,050 | 47,557 CHF | 48,241 CHF | 99.81% | 99.81% |
10/07/2024 | 1.98% | 4.23 CHF | 4.25 CHF | 24,800 | 24,800 | 11,095 | 11,095 | 47,108 CHF | 47,794 CHF | 100.00% | 100.00% |
09/07/2024 | 1.94% | 4.35 CHF | 4.37 CHF | 24,300 | 24,300 | 10,887 | 10,887 | 47,376 CHF | 48,049 CHF | 99.74% | 99.74% |
08/07/2024 | 1.95% | 4.42 CHF | 4.44 CHF | 22,800 | 22,800 | 10,178 | 10,178 | 46,182 CHF | 46,841 CHF | 100.00% | 100.00% |
05/07/2024 | 1.88% | 4.46 CHF | 4.48 CHF | 23,400 | 23,400 | 10,469 | 10,469 | 47,000 CHF | 47,651 CHF | 99.70% | 99.70% |
04/07/2024 | 2.18% | 4.58 CHF | 4.67 CHF | 9,300 | 9,300 | 7,488 | 7,488 | 34,096 CHF | 34,832 CHF | 100.00% | 100.00% |
03/07/2024 | 1.89% | 4.62 CHF | 4.64 CHF | 23,400 | 23,400 | 10,554 | 10,554 | 47,882 CHF | 48,536 CHF | 100.00% | 100.00% |
02/07/2024 | 1.88% | 4.48 CHF | 4.50 CHF | 23,400 | 23,400 | 10,454 | 10,454 | 47,006 CHF | 47,652 CHF | 100.00% | 100.00% |