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 | 0.57% | 3.62 CHF | 3.64 CHF | 23,100 | 23,100 | 10,293 | 10,293 | 36,977 CHF | 37,183 CHF | 99.99% | 99.99% |
12/07/2024 | 0.90% | 3.58 CHF | 3.61 CHF | 22,800 | 22,800 | 9,892 | 9,892 | 33,650 CHF | 33,950 CHF | 100.00% | 100.00% |
11/07/2024 | 0.73% | 3.77 CHF | 3.80 CHF | 18,200 | 18,200 | 8,065 | 8,065 | 32,610 CHF | 32,853 CHF | 99.99% | 99.99% |
10/07/2024 | 0.70% | 4.42 CHF | 4.45 CHF | 17,800 | 17,800 | 7,951 | 7,951 | 34,858 CHF | 35,097 CHF | 99.90% | 99.90% |
09/07/2024 | 0.83% | 4.56 CHF | 4.59 CHF | 18,200 | 18,200 | 7,736 | 7,736 | 34,941 CHF | 35,184 CHF | 99.70% | 99.70% |
08/07/2024 | 0.74% | 4.60 CHF | 4.63 CHF | 17,800 | 17,800 | 7,746 | 7,746 | 34,510 CHF | 34,750 CHF | 99.30% | 99.30% |
05/07/2024 | 0.69% | 4.60 CHF | 4.63 CHF | 17,600 | 17,600 | 7,794 | 7,794 | 35,003 CHF | 35,238 CHF | 99.90% | 99.90% |
04/07/2024 | 0.68% | 4.50 CHF | 4.53 CHF | 6,900 | 6,900 | 5,526 | 5,526 | 24,422 CHF | 24,588 CHF | 99.58% | 99.58% |
03/07/2024 | 0.74% | 4.63 CHF | 4.66 CHF | 16,400 | 16,400 | 6,803 | 6,803 | 31,288 CHF | 31,508 CHF | 100.00% | 100.00% |
02/07/2024 | 0.64% | 4.92 CHF | 4.95 CHF | 16,400 | 16,400 | 7,300 | 7,300 | 35,785 CHF | 36,006 CHF | 99.98% | 99.98% |