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 | 0.24% | 4.21 CHF | 4.22 CHF | 29,190 | 29,190 | 28,775 | 28,775 | 121,626 CHF | 121,914 CHF | 100.00% | 100.00% |
12/07/2024 | 0.24% | 4.22 CHF | 4.23 CHF | 29,100 | 29,100 | 28,854 | 28,854 | 121,449 CHF | 121,737 CHF | 100.00% | 100.00% |
11/07/2024 | 0.24% | 4.18 CHF | 4.19 CHF | 29,180 | 29,180 | 29,019 | 29,019 | 121,036 CHF | 121,327 CHF | 99.95% | 99.95% |
10/07/2024 | 0.25% | 4.12 CHF | 4.13 CHF | 29,580 | 29,580 | 29,409 | 29,409 | 120,171 CHF | 120,465 CHF | 100.00% | 100.00% |
09/07/2024 | 0.25% | 4.04 CHF | 4.05 CHF | 29,930 | 29,930 | 29,659 | 29,659 | 119,764 CHF | 120,061 CHF | 99.41% | 99.41% |
08/07/2024 | 0.25% | 4.09 CHF | 4.10 CHF | 29,670 | 29,670 | 29,331 | 29,331 | 120,106 CHF | 120,399 CHF | 100.00% | 100.00% |
05/07/2024 | 0.25% | 4.07 CHF | 4.08 CHF | 29,770 | 29,770 | 29,441 | 29,441 | 120,267 CHF | 120,561 CHF | 99.95% | 99.95% |
04/07/2024 | 0.25% | 4.11 CHF | 4.12 CHF | 29,620 | 29,620 | 29,285 | 29,285 | 120,469 CHF | 120,762 CHF | 100.00% | 100.00% |
03/07/2024 | 0.25% | 4.10 CHF | 4.11 CHF | 29,680 | 29,680 | 29,581 | 29,581 | 120,019 CHF | 120,315 CHF | 100.00% | 100.00% |
02/07/2024 | 0.25% | 4.01 CHF | 4.02 CHF | 30,100 | 30,100 | 30,028 | 30,028 | 118,989 CHF | 119,290 CHF | 99.89% | 99.89% |