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 | 0.43% | 4.67 CHF | 4.69 CHF | 21,000 | 21,000 | 20,928 | 20,928 | 97,775 CHF | 98,193 CHF | 98.92% | 98.92% |
12/07/2024 | 0.42% | 4.69 CHF | 4.71 CHF | 21,500 | 21,500 | 22,144 | 22,144 | 104,030 CHF | 104,473 CHF | 98.65% | 98.65% |
11/07/2024 | 0.42% | 4.71 CHF | 4.73 CHF | 23,000 | 23,000 | 22,759 | 22,759 | 107,222 CHF | 107,677 CHF | 98.72% | 98.72% |
10/07/2024 | 0.42% | 4.69 CHF | 4.71 CHF | 22,000 | 22,000 | 22,550 | 22,550 | 106,166 CHF | 106,617 CHF | 98.95% | 98.95% |
09/07/2024 | 0.43% | 4.72 CHF | 4.74 CHF | 23,000 | 23,000 | 22,557 | 22,557 | 106,377 CHF | 106,829 CHF | 90.43% | 100.00% |
08/07/2024 | 0.43% | 4.72 CHF | 4.74 CHF | 23,000 | 23,000 | 22,213 | 22,213 | 104,675 CHF | 105,119 CHF | 100.00% | 100.00% |
05/07/2024 | 0.43% | 4.71 CHF | 4.73 CHF | 22,500 | 22,500 | 22,713 | 22,713 | 107,193 CHF | 107,648 CHF | 100.00% | 100.00% |
04/07/2024 | 0.43% | 4.73 CHF | 4.75 CHF | 23,500 | 23,500 | 22,927 | 22,927 | 108,301 CHF | 108,760 CHF | 100.00% | 100.00% |
03/07/2024 | 0.43% | 4.72 CHF | 4.74 CHF | 23,000 | 23,000 | 21,986 | 21,986 | 103,516 CHF | 103,956 CHF | 98.70% | 98.70% |
02/07/2024 | 0.43% | 4.68 CHF | 4.70 CHF | 21,000 | 21,000 | 21,006 | 21,006 | 98,484 CHF | 98,905 CHF | 100.00% | 100.00% |