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 | 0.25% | 4.09 CHF | 4.10 CHF | 29,190 | 29,190 | 28,773 | 28,773 | 118,100 CHF | 118,388 CHF | 99.90% | 99.90% |
12/07/2024 | 0.25% | 4.09 CHF | 4.10 CHF | 29,100 | 29,100 | 28,852 | 28,852 | 117,945 CHF | 118,234 CHF | 99.98% | 99.98% |
11/07/2024 | 0.25% | 4.06 CHF | 4.07 CHF | 29,220 | 29,220 | 29,015 | 29,015 | 117,472 CHF | 117,762 CHF | 99.56% | 99.56% |
10/07/2024 | 0.25% | 4.00 CHF | 4.01 CHF | 29,580 | 29,580 | 29,408 | 29,408 | 116,605 CHF | 116,899 CHF | 100.00% | 100.00% |
09/07/2024 | 0.26% | 3.92 CHF | 3.93 CHF | 29,930 | 29,930 | 29,662 | 29,662 | 116,186 CHF | 116,483 CHF | 99.51% | 99.51% |
08/07/2024 | 0.25% | 3.97 CHF | 3.98 CHF | 29,670 | 29,670 | 29,329 | 29,329 | 116,551 CHF | 116,845 CHF | 100.00% | 100.00% |
05/07/2024 | 0.25% | 3.95 CHF | 3.96 CHF | 29,790 | 29,790 | 29,440 | 29,440 | 116,708 CHF | 117,003 CHF | 100.00% | 100.00% |
04/07/2024 | 0.25% | 3.98 CHF | 3.99 CHF | 29,620 | 29,620 | 29,288 | 29,288 | 116,948 CHF | 117,241 CHF | 100.00% | 100.00% |
03/07/2024 | 0.26% | 3.98 CHF | 3.99 CHF | 29,670 | 29,670 | 29,582 | 29,582 | 116,441 CHF | 116,737 CHF | 100.00% | 100.00% |
02/07/2024 | 0.26% | 3.88 CHF | 3.89 CHF | 30,100 | 30,100 | 30,029 | 30,029 | 115,333 CHF | 115,633 CHF | 99.95% | 99.95% |