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 | 0.22% | 4.71 CHF | 4.72 CHF | 21,300 | 21,300 | 21,614 | 21,614 | 100,311 CHF | 100,528 CHF | 99.54% | 99.54% |
12/07/2024 | 0.21% | 4.88 CHF | 4.89 CHF | 21,000 | 21,000 | 20,913 | 20,913 | 101,660 CHF | 101,869 CHF | 99.99% | 99.99% |
11/07/2024 | 0.20% | 4.86 CHF | 4.87 CHF | 20,700 | 20,700 | 20,614 | 20,614 | 102,914 CHF | 103,121 CHF | 99.44% | 99.44% |
10/07/2024 | 0.20% | 5.01 CHF | 5.02 CHF | 20,900 | 20,900 | 20,864 | 20,864 | 103,024 CHF | 103,232 CHF | 99.99% | 99.99% |
09/07/2024 | 0.20% | 4.89 CHF | 4.90 CHF | 20,100 | 20,100 | 20,017 | 20,017 | 99,332 CHF | 99,532 CHF | 99.99% | 99.99% |
08/07/2024 | 0.19% | 5.18 CHF | 5.19 CHF | 20,200 | 20,200 | 20,102 | 20,102 | 107,002 CHF | 107,203 CHF | 99.98% | 99.98% |
05/07/2024 | 0.20% | 5.05 CHF | 5.06 CHF | 20,500 | 20,500 | 20,415 | 20,415 | 104,093 CHF | 104,297 CHF | 99.25% | 99.25% |
04/07/2024 | 0.20% | 5.07 CHF | 5.08 CHF | 20,800 | 20,800 | 20,714 | 20,714 | 105,187 CHF | 105,394 CHF | 99.90% | 99.90% |
03/07/2024 | 0.20% | 4.95 CHF | 4.96 CHF | 21,100 | 21,100 | 21,013 | 21,013 | 106,149 CHF | 106,359 CHF | 99.92% | 99.92% |
02/07/2024 | 0.20% | 4.84 CHF | 4.85 CHF | 20,700 | 20,700 | 20,614 | 20,614 | 103,021 CHF | 103,227 CHF | 99.87% | 99.87% |