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% | 4.33 CHF | 4.34 CHF | 29,190 | 29,190 | 28,771 | 28,771 | 125,114 CHF | 125,402 CHF | 99.09% | 99.09% |
12/07/2024 | 0.23% | 4.34 CHF | 4.35 CHF | 29,120 | 29,120 | 28,846 | 28,846 | 124,943 CHF | 125,232 CHF | 97.80% | 97.80% |
11/07/2024 | 0.24% | 4.30 CHF | 4.31 CHF | 29,190 | 29,190 | 29,018 | 29,018 | 124,586 CHF | 124,876 CHF | 98.52% | 98.52% |
10/07/2024 | 0.24% | 4.24 CHF | 4.25 CHF | 29,590 | 29,590 | 29,413 | 29,413 | 123,777 CHF | 124,072 CHF | 100.00% | 100.00% |
09/07/2024 | 0.24% | 4.16 CHF | 4.17 CHF | 29,950 | 29,950 | 29,659 | 29,659 | 123,392 CHF | 123,689 CHF | 99.51% | 99.51% |
08/07/2024 | 0.24% | 4.21 CHF | 4.22 CHF | 29,670 | 29,670 | 29,332 | 29,332 | 123,691 CHF | 123,984 CHF | 100.00% | 100.00% |
05/07/2024 | 0.24% | 4.19 CHF | 4.20 CHF | 29,770 | 29,770 | 29,441 | 29,441 | 123,856 CHF | 124,151 CHF | 99.77% | 99.77% |
04/07/2024 | 0.24% | 4.23 CHF | 4.24 CHF | 29,630 | 29,630 | 29,287 | 29,287 | 124,049 CHF | 124,342 CHF | 100.00% | 100.00% |
03/07/2024 | 0.24% | 4.22 CHF | 4.23 CHF | 29,700 | 29,700 | 29,581 | 29,581 | 123,627 CHF | 123,923 CHF | 99.82% | 99.82% |
02/07/2024 | 0.25% | 4.13 CHF | 4.14 CHF | 30,100 | 30,100 | 30,025 | 30,025 | 122,640 CHF | 122,940 CHF | 100.00% | 100.00% |