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% | 4.79 CHF | 4.80 CHF | 24,900 | 24,900 | 24,346 | 24,346 | 118,856 CHF | 119,100 CHF | 99.40% | 99.40% |
12/07/2024 | 0.21% | 4.94 CHF | 4.95 CHF | 24,400 | 24,400 | 24,334 | 24,334 | 118,716 CHF | 118,959 CHF | 100.00% | 100.00% |
11/07/2024 | 0.21% | 4.85 CHF | 4.86 CHF | 24,600 | 24,600 | 24,492 | 24,492 | 118,047 CHF | 118,292 CHF | 99.83% | 99.83% |
10/07/2024 | 0.22% | 4.75 CHF | 4.76 CHF | 25,000 | 25,000 | 24,845 | 24,845 | 116,582 CHF | 116,831 CHF | 97.26% | 100.00% |
09/07/2024 | 0.21% | 4.68 CHF | 4.69 CHF | 25,100 | 25,100 | 24,677 | 24,677 | 117,081 CHF | 117,328 CHF | 99.94% | 99.94% |
08/07/2024 | 0.21% | 4.73 CHF | 4.74 CHF | 25,000 | 25,000 | 24,655 | 24,655 | 116,980 CHF | 117,227 CHF | 100.00% | 100.00% |
05/07/2024 | 0.21% | 4.74 CHF | 4.75 CHF | 25,000 | 25,000 | 24,553 | 24,553 | 117,678 CHF | 117,924 CHF | 100.00% | 100.00% |
04/07/2024 | 0.21% | 4.79 CHF | 4.80 CHF | 24,800 | 24,800 | 24,742 | 24,742 | 117,154 CHF | 117,401 CHF | 100.00% | 100.00% |
03/07/2024 | 0.22% | 4.66 CHF | 4.67 CHF | 25,200 | 25,200 | 24,868 | 24,868 | 116,640 CHF | 116,889 CHF | 99.88% | 99.88% |
02/07/2024 | 0.22% | 4.61 CHF | 4.62 CHF | 25,300 | 25,300 | 25,234 | 25,234 | 115,038 CHF | 115,290 CHF | 99.29% | 99.29% |