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 | 0.20% | 4.93 CHF | 4.94 CHF | 2,000 | 2,000 | 1,981 | 1,981 | 10,070 CHF | 10,090 CHF | 99.99% | 99.99% |
12/07/2024 | 0.20% | 5.03 CHF | 5.04 CHF | 2,000 | 2,000 | 1,982 | 1,982 | 10,176 CHF | 10,196 CHF | 99.96% | 99.96% |
11/07/2024 | 0.20% | 5.30 CHF | 5.31 CHF | 2,000 | 2,000 | 1,982 | 1,982 | 10,243 CHF | 10,263 CHF | 99.75% | 99.75% |
10/07/2024 | 0.20% | 4.99 CHF | 5.00 CHF | 2,000 | 2,000 | 1,981 | 1,981 | 9,999 CHF | 10,018 CHF | 100.00% | 100.00% |
09/07/2024 | 0.20% | 5.08 CHF | 5.09 CHF | 2,000 | 2,000 | 1,981 | 1,981 | 10,232 CHF | 10,252 CHF | 100.00% | 100.00% |
08/07/2024 | 0.19% | 5.11 CHF | 5.12 CHF | 2,000 | 2,000 | 1,981 | 1,981 | 10,408 CHF | 10,428 CHF | 99.89% | 99.89% |
05/07/2024 | 0.19% | 5.31 CHF | 5.32 CHF | 2,000 | 2,000 | 1,981 | 1,981 | 10,518 CHF | 10,538 CHF | 99.75% | 99.75% |
04/07/2024 | 0.20% | 5.12 CHF | 5.13 CHF | 2,000 | 2,000 | 1,981 | 1,981 | 10,097 CHF | 10,117 CHF | 100.00% | 100.00% |
03/07/2024 | 0.21% | 4.82 CHF | 4.83 CHF | 2,000 | 2,000 | 1,981 | 1,981 | 9,572 CHF | 9,592 CHF | 99.87% | 99.87% |
02/07/2024 | 0.22% | 4.70 CHF | 4.71 CHF | 2,000 | 2,000 | 1,981 | 1,981 | 9,026 CHF | 9,046 CHF | 99.55% | 99.55% |