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 | 0.44% | 4.43 CHF | 4.45 CHF | 17,700 | 17,700 | 17,700 | 17,700 | 79,397 CHF | 79,751 CHF | 100.00% | 100.00% |
12/07/2024 | 0.46% | 4.38 CHF | 4.40 CHF | 17,800 | 17,800 | 17,800 | 17,800 | 77,697 CHF | 78,053 CHF | 100.00% | 100.00% |
11/07/2024 | 0.45% | 4.38 CHF | 4.40 CHF | 17,700 | 17,700 | 17,700 | 17,700 | 78,544 CHF | 78,898 CHF | 99.98% | 99.98% |
10/07/2024 | 0.47% | 4.35 CHF | 4.37 CHF | 17,900 | 17,900 | 17,900 | 17,900 | 76,775 CHF | 77,133 CHF | 99.99% | 99.99% |
09/07/2024 | 0.46% | 4.38 CHF | 4.40 CHF | 17,900 | 17,900 | 17,893 | 17,893 | 78,418 CHF | 78,776 CHF | 100.00% | 100.00% |
08/07/2024 | 0.48% | 4.31 CHF | 4.33 CHF | 19,300 | 19,300 | 19,489 | 19,489 | 81,218 CHF | 81,608 CHF | 100.00% | 100.00% |
05/07/2024 | 0.51% | 3.89 CHF | 3.91 CHF | 19,900 | 19,900 | 19,900 | 19,900 | 78,565 CHF | 78,963 CHF | 100.00% | 100.00% |
04/07/2024 | 0.51% | 3.95 CHF | 3.97 CHF | 20,200 | 20,200 | 20,200 | 20,200 | 79,236 CHF | 79,640 CHF | 100.00% | 100.00% |
03/07/2024 | 0.52% | 3.81 CHF | 3.83 CHF | 19,700 | 19,700 | 19,700 | 19,700 | 75,228 CHF | 75,622 CHF | 100.00% | 100.00% |
02/07/2024 | 0.51% | 3.99 CHF | 4.01 CHF | 17,300 | 17,300 | 17,272 | 17,272 | 67,045 CHF | 67,391 CHF | 99.99% | 99.99% |