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 | 0.69% | 4.17 CHF | 4.20 CHF | 11,100 | 11,100 | 11,036 | 11,036 | 47,910 CHF | 48,241 CHF | 100.00% | 100.00% |
12/07/2024 | 0.72% | 4.25 CHF | 4.28 CHF | 10,900 | 10,900 | 10,905 | 10,905 | 45,592 CHF | 45,919 CHF | 99.99% | 99.99% |
11/07/2024 | 0.68% | 4.40 CHF | 4.43 CHF | 10,600 | 10,600 | 10,594 | 10,594 | 46,735 CHF | 47,053 CHF | 99.96% | 99.96% |
10/07/2024 | 0.71% | 4.34 CHF | 4.37 CHF | 11,700 | 11,700 | 11,782 | 11,782 | 49,490 CHF | 49,844 CHF | 100.00% | 100.00% |
09/07/2024 | 0.74% | 3.98 CHF | 4.01 CHF | 11,900 | 11,900 | 11,882 | 11,882 | 48,114 CHF | 48,471 CHF | 100.00% | 100.00% |
08/07/2024 | 0.74% | 3.92 CHF | 3.95 CHF | 13,100 | 13,100 | 13,071 | 13,071 | 52,557 CHF | 52,949 CHF | 99.99% | 99.99% |
05/07/2024 | 0.82% | 3.52 CHF | 3.55 CHF | 13,300 | 13,300 | 13,209 | 13,209 | 48,104 CHF | 48,501 CHF | 99.99% | 99.99% |
04/07/2024 | 0.83% | 3.63 CHF | 3.66 CHF | 14,200 | 14,200 | 14,196 | 14,196 | 51,170 CHF | 51,596 CHF | 100.00% | 100.00% |
03/07/2024 | 0.92% | 3.30 CHF | 3.33 CHF | 13,200 | 13,200 | 13,219 | 13,219 | 42,949 CHF | 43,345 CHF | 100.00% | 100.00% |
02/07/2024 | 0.85% | 3.66 CHF | 3.69 CHF | 11,800 | 11,800 | 11,856 | 11,856 | 41,616 CHF | 41,971 CHF | 99.99% | 99.99% |