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 | 0.49% | 3.98 CHF | 4.00 CHF | 19,900 | 19,900 | 19,752 | 19,752 | 80,227 CHF | 80,622 CHF | 99.99% | 99.99% |
12/07/2024 | 0.50% | 4.02 CHF | 4.04 CHF | 19,700 | 19,700 | 19,704 | 19,704 | 78,557 CHF | 78,951 CHF | 100.00% | 100.00% |
11/07/2024 | 0.49% | 4.09 CHF | 4.11 CHF | 19,400 | 19,400 | 19,411 | 19,411 | 79,452 CHF | 79,840 CHF | 99.99% | 99.99% |
10/07/2024 | 0.50% | 4.06 CHF | 4.08 CHF | 20,300 | 20,300 | 20,400 | 20,400 | 81,389 CHF | 81,797 CHF | 100.00% | 100.00% |
09/07/2024 | 0.51% | 3.88 CHF | 3.90 CHF | 20,600 | 20,600 | 20,553 | 20,553 | 80,486 CHF | 80,897 CHF | 99.99% | 99.99% |
08/07/2024 | 0.51% | 3.85 CHF | 3.87 CHF | 21,500 | 21,500 | 21,429 | 21,429 | 83,664 CHF | 84,093 CHF | 99.99% | 99.99% |
05/07/2024 | 0.54% | 3.65 CHF | 3.67 CHF | 21,800 | 21,800 | 21,683 | 21,683 | 80,409 CHF | 80,843 CHF | 100.00% | 100.00% |
04/07/2024 | 0.54% | 3.70 CHF | 3.72 CHF | 22,400 | 22,400 | 22,408 | 22,408 | 82,707 CHF | 83,155 CHF | 100.00% | 100.00% |
03/07/2024 | 0.57% | 3.53 CHF | 3.55 CHF | 21,900 | 21,900 | 21,911 | 21,911 | 76,698 CHF | 77,136 CHF | 100.00% | 100.00% |
02/07/2024 | 0.55% | 3.71 CHF | 3.73 CHF | 20,700 | 20,700 | 20,814 | 20,814 | 75,678 CHF | 76,094 CHF | 99.99% | 99.99% |