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 | 0.45% | 4.39 CHF | 4.41 CHF | 30,800 | 30,800 | 30,673 | 30,673 | 135,023 CHF | 135,636 CHF | 100.00% | 100.00% |
12/07/2024 | 0.44% | 4.58 CHF | 4.60 CHF | 31,800 | 31,800 | 31,669 | 31,669 | 142,879 CHF | 143,512 CHF | 100.00% | 100.00% |
11/07/2024 | 0.46% | 4.27 CHF | 4.29 CHF | 30,900 | 30,900 | 30,773 | 30,773 | 134,529 CHF | 135,144 CHF | 99.98% | 99.98% |
10/07/2024 | 0.46% | 4.47 CHF | 4.49 CHF | 32,800 | 32,800 | 32,666 | 32,666 | 142,335 CHF | 142,988 CHF | 100.00% | 100.00% |
09/07/2024 | 0.47% | 4.14 CHF | 4.16 CHF | 31,000 | 31,000 | 30,443 | 30,443 | 128,528 CHF | 129,137 CHF | 100.00% | 100.00% |
08/07/2024 | 0.43% | 4.47 CHF | 4.49 CHF | 30,800 | 30,800 | 30,673 | 30,673 | 141,103 CHF | 141,716 CHF | 99.99% | 99.99% |
05/07/2024 | 0.44% | 4.46 CHF | 4.48 CHF | 31,500 | 31,500 | 31,370 | 31,370 | 140,871 CHF | 141,499 CHF | 99.99% | 99.99% |
04/07/2024 | 0.45% | 4.37 CHF | 4.39 CHF | 31,400 | 31,400 | 31,271 | 31,271 | 137,290 CHF | 137,915 CHF | 100.00% | 100.00% |
03/07/2024 | 0.48% | 4.35 CHF | 4.37 CHF | 33,700 | 33,700 | 34,017 | 34,017 | 142,431 CHF | 143,111 CHF | 100.00% | 100.00% |
02/07/2024 | 0.50% | 4.02 CHF | 4.04 CHF | 32,700 | 32,700 | 32,565 | 32,565 | 131,087 CHF | 131,738 CHF | 99.98% | 99.98% |