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 | 0.42% | 4.72 CHF | 4.74 CHF | 27,400 | 27,400 | 27,400 | 27,400 | 131,066 CHF | 131,614 CHF | 99.99% | 99.99% |
12/07/2024 | 0.42% | 4.75 CHF | 4.77 CHF | 28,200 | 28,200 | 28,200 | 28,200 | 133,305 CHF | 133,869 CHF | 99.99% | 99.99% |
11/07/2024 | 0.43% | 4.62 CHF | 4.64 CHF | 28,700 | 28,700 | 28,700 | 28,700 | 131,883 CHF | 132,457 CHF | 99.98% | 99.98% |
10/07/2024 | 0.46% | 4.44 CHF | 4.46 CHF | 30,100 | 30,100 | 30,100 | 30,100 | 130,265 CHF | 130,867 CHF | 100.00% | 100.00% |
09/07/2024 | 0.48% | 4.19 CHF | 4.21 CHF | 29,400 | 29,400 | 29,562 | 29,562 | 123,505 CHF | 124,097 CHF | 100.00% | 100.00% |
08/07/2024 | 0.46% | 4.34 CHF | 4.36 CHF | 29,700 | 29,700 | 29,723 | 29,723 | 129,606 CHF | 130,201 CHF | 99.99% | 99.99% |
05/07/2024 | 0.46% | 4.28 CHF | 4.30 CHF | 29,400 | 29,400 | 29,400 | 29,400 | 127,250 CHF | 127,838 CHF | 99.99% | 99.99% |
04/07/2024 | 0.45% | 4.39 CHF | 4.41 CHF | 29,400 | 29,400 | 29,400 | 29,400 | 129,950 CHF | 130,538 CHF | 100.00% | 100.00% |
03/07/2024 | 0.47% | 4.37 CHF | 4.39 CHF | 30,500 | 30,500 | 30,604 | 30,604 | 129,900 CHF | 130,512 CHF | 100.00% | 100.00% |
02/07/2024 | 0.50% | 4.08 CHF | 4.10 CHF | 32,200 | 32,200 | 32,200 | 32,200 | 127,260 CHF | 127,904 CHF | 99.99% | 99.99% |