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 | 0.99% | 4.27 CHF | 4.31 CHF | 12,750 | 12,750 | 12,477 | 12,477 | 50,619 CHF | 51,119 CHF | 100.00% | 100.00% |
12/07/2024 | 0.99% | 3.97 CHF | 4.01 CHF | 11,740 | 11,740 | 11,687 | 11,687 | 47,650 CHF | 48,118 CHF | 100.00% | 100.00% |
11/07/2024 | 0.95% | 4.18 CHF | 4.22 CHF | 11,550 | 11,550 | 11,493 | 11,493 | 48,792 CHF | 49,252 CHF | 99.93% | 99.93% |
10/07/2024 | 0.92% | 4.29 CHF | 4.33 CHF | 11,070 | 11,070 | 10,988 | 10,988 | 48,060 CHF | 48,500 CHF | 100.00% | 100.00% |
09/07/2024 | 0.94% | 4.40 CHF | 4.44 CHF | 11,290 | 11,290 | 11,144 | 11,144 | 47,895 CHF | 48,341 CHF | 99.60% | 99.60% |
08/07/2024 | 0.92% | 4.40 CHF | 4.44 CHF | 11,100 | 11,100 | 10,967 | 10,967 | 47,845 CHF | 48,284 CHF | 100.00% | 100.00% |
05/07/2024 | 0.92% | 4.46 CHF | 4.50 CHF | 11,420 | 11,420 | 11,274 | 11,274 | 49,246 CHF | 49,698 CHF | 99.95% | 99.95% |
04/07/2024 | 0.93% | 4.34 CHF | 4.38 CHF | 11,080 | 11,080 | 10,972 | 10,972 | 47,731 CHF | 48,170 CHF | 100.00% | 100.00% |
03/07/2024 | 0.90% | 4.38 CHF | 4.42 CHF | 11,070 | 11,070 | 10,991 | 10,991 | 48,956 CHF | 49,396 CHF | 100.00% | 100.00% |
02/07/2024 | 1.09% | 4.44 CHF | 4.49 CHF | 10,610 | 10,610 | 10,580 | 10,580 | 48,787 CHF | 49,316 CHF | 99.69% | 99.69% |