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 | 0.23% | 4.41 CHF | 4.42 CHF | 19,400 | 19,400 | 19,243 | 19,243 | 84,845 CHF | 85,038 CHF | 99.51% | 99.51% |
12/07/2024 | 0.23% | 4.38 CHF | 4.39 CHF | 19,320 | 19,320 | 19,260 | 19,260 | 84,889 CHF | 85,082 CHF | 99.51% | 99.51% |
11/07/2024 | 0.23% | 4.42 CHF | 4.43 CHF | 19,530 | 19,530 | 19,453 | 19,453 | 86,549 CHF | 86,744 CHF | 99.23% | 99.23% |
10/07/2024 | 0.22% | 4.47 CHF | 4.48 CHF | 19,690 | 19,690 | 19,667 | 19,667 | 88,615 CHF | 88,812 CHF | 99.56% | 99.56% |
09/07/2024 | 0.23% | 4.47 CHF | 4.48 CHF | 19,740 | 19,740 | 19,529 | 19,529 | 87,299 CHF | 87,495 CHF | 99.56% | 99.56% |
08/07/2024 | 0.23% | 4.45 CHF | 4.46 CHF | 19,620 | 19,620 | 19,443 | 19,443 | 86,405 CHF | 86,600 CHF | 99.49% | 99.49% |
05/07/2024 | 0.23% | 4.45 CHF | 4.46 CHF | 19,630 | 19,630 | 19,305 | 19,305 | 85,200 CHF | 85,393 CHF | 99.39% | 99.39% |
04/07/2024 | 0.23% | 4.42 CHF | 4.43 CHF | 19,510 | 19,510 | 19,342 | 19,342 | 85,570 CHF | 85,764 CHF | 99.58% | 99.58% |
03/07/2024 | 0.23% | 4.47 CHF | 4.48 CHF | 19,690 | 19,690 | 19,468 | 19,468 | 86,780 CHF | 86,975 CHF | 99.51% | 99.51% |
02/07/2024 | 0.22% | 4.53 CHF | 4.54 CHF | 19,970 | 19,970 | 19,770 | 19,770 | 89,496 CHF | 89,694 CHF | 99.39% | 99.39% |