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 | 0.23% | 4.30 CHF | 4.31 CHF | 29,190 | 29,190 | 28,774 | 28,774 | 124,305 CHF | 124,593 CHF | 100.00% | 100.00% |
12/07/2024 | 0.23% | 4.31 CHF | 4.32 CHF | 29,120 | 29,120 | 28,841 | 28,841 | 124,107 CHF | 124,396 CHF | 97.77% | 97.77% |
11/07/2024 | 0.24% | 4.27 CHF | 4.28 CHF | 29,190 | 29,190 | 29,018 | 29,018 | 123,735 CHF | 124,025 CHF | 98.93% | 98.93% |
10/07/2024 | 0.24% | 4.21 CHF | 4.22 CHF | 29,590 | 29,590 | 29,414 | 29,414 | 122,934 CHF | 123,228 CHF | 100.00% | 100.00% |
09/07/2024 | 0.24% | 4.13 CHF | 4.14 CHF | 29,890 | 29,890 | 29,655 | 29,655 | 122,522 CHF | 122,819 CHF | 99.51% | 99.51% |
08/07/2024 | 0.24% | 4.18 CHF | 4.19 CHF | 29,670 | 29,670 | 29,333 | 29,333 | 122,874 CHF | 123,167 CHF | 100.00% | 100.00% |
05/07/2024 | 0.24% | 4.16 CHF | 4.17 CHF | 29,780 | 29,780 | 29,442 | 29,442 | 122,999 CHF | 123,294 CHF | 99.69% | 99.69% |
04/07/2024 | 0.24% | 4.20 CHF | 4.21 CHF | 29,630 | 29,630 | 29,283 | 29,283 | 123,183 CHF | 123,476 CHF | 100.00% | 100.00% |
03/07/2024 | 0.24% | 4.19 CHF | 4.20 CHF | 29,700 | 29,700 | 29,582 | 29,582 | 122,807 CHF | 123,103 CHF | 100.00% | 100.00% |
02/07/2024 | 0.25% | 4.10 CHF | 4.11 CHF | 30,100 | 30,100 | 30,025 | 30,025 | 121,771 CHF | 122,072 CHF | 99.91% | 99.91% |