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 | 0.92% | 4.38 CHF | 4.42 CHF | 21,510 | 21,510 | 21,278 | 21,278 | 93,341 CHF | 94,193 CHF | 100.00% | 100.00% |
12/07/2024 | 0.86% | 4.60 CHF | 4.64 CHF | 20,570 | 20,570 | 20,460 | 20,460 | 95,898 CHF | 96,717 CHF | 100.00% | 100.00% |
11/07/2024 | 0.82% | 4.87 CHF | 4.91 CHF | 19,510 | 19,510 | 19,370 | 19,370 | 94,628 CHF | 95,404 CHF | 99.90% | 99.90% |
10/07/2024 | 0.76% | 5.05 CHF | 5.09 CHF | 17,970 | 17,970 | 17,969 | 17,969 | 95,212 CHF | 95,931 CHF | 100.00% | 100.00% |
09/07/2024 | 0.74% | 5.49 CHF | 5.53 CHF | 17,930 | 17,930 | 17,732 | 17,732 | 96,178 CHF | 96,888 CHF | 99.40% | 99.40% |
08/07/2024 | 0.90% | 5.60 CHF | 5.65 CHF | 17,900 | 17,900 | 17,708 | 17,708 | 98,909 CHF | 99,796 CHF | 99.98% | 99.98% |
05/07/2024 | 0.93% | 5.59 CHF | 5.64 CHF | 17,940 | 17,940 | 17,650 | 17,650 | 95,706 CHF | 96,590 CHF | 99.91% | 99.91% |
04/07/2024 | 0.70% | 5.61 CHF | 5.65 CHF | 18,920 | 18,920 | 18,833 | 18,833 | 107,681 CHF | 108,435 CHF | 100.00% | 100.00% |
03/07/2024 | 0.76% | 5.35 CHF | 5.39 CHF | 19,650 | 19,650 | 19,382 | 19,382 | 102,388 CHF | 103,164 CHF | 99.92% | 99.92% |
02/07/2024 | 0.77% | 5.15 CHF | 5.19 CHF | 20,020 | 20,020 | 19,885 | 19,885 | 103,668 CHF | 104,464 CHF | 99.54% | 99.54% |