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 | 0.84% | 4.64 CHF | 4.68 CHF | 8,000 | 8,000 | 7,994 | 7,994 | 37,934 CHF | 38,254 CHF | 100.00% | 100.00% |
12/07/2024 | 0.82% | 4.89 CHF | 4.93 CHF | 7,900 | 7,900 | 7,908 | 7,908 | 38,586 CHF | 38,902 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 4.90 CHF | 4.94 CHF | 7,900 | 7,900 | 7,900 | 7,900 | 39,243 CHF | 39,559 CHF | 99.99% | 99.99% |
10/07/2024 | 0.82% | 4.86 CHF | 4.90 CHF | 8,000 | 8,000 | 8,046 | 8,046 | 39,030 CHF | 39,352 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 4.75 CHF | 4.79 CHF | 7,900 | 7,900 | 7,792 | 7,792 | 38,774 CHF | 39,086 CHF | 100.00% | 100.00% |
08/07/2024 | 0.78% | 5.08 CHF | 5.12 CHF | 7,900 | 7,900 | 7,932 | 7,932 | 40,320 CHF | 40,637 CHF | 100.00% | 100.00% |
05/07/2024 | 0.84% | 4.85 CHF | 4.89 CHF | 8,400 | 8,400 | 8,410 | 8,410 | 39,959 CHF | 40,295 CHF | 100.00% | 100.00% |
04/07/2024 | 0.87% | 4.51 CHF | 4.55 CHF | 8,500 | 8,500 | 8,500 | 8,500 | 39,062 CHF | 39,402 CHF | 100.00% | 100.00% |
03/07/2024 | 0.88% | 4.55 CHF | 4.59 CHF | 8,600 | 8,600 | 8,601 | 8,601 | 39,059 CHF | 39,403 CHF | 100.00% | 100.00% |
02/07/2024 | 0.89% | 4.59 CHF | 4.63 CHF | 8,500 | 8,500 | 8,545 | 8,545 | 38,225 CHF | 38,567 CHF | 100.00% | 100.00% |