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% | 4.29 CHF | 4.31 CHF | 23,100 | 23,100 | 23,005 | 23,005 | 102,996 CHF | 103,456 CHF | 99.97% | 99.97% |
12/07/2024 | 0.44% | 4.64 CHF | 4.66 CHF | 23,300 | 23,300 | 23,204 | 23,204 | 106,037 CHF | 106,501 CHF | 100.00% | 100.00% |
11/07/2024 | 0.27% | 4.49 CHF | 4.51 CHF | 23,800 | 23,800 | 23,702 | 23,702 | 104,691 CHF | 104,972 CHF | 99.91% | 99.91% |
10/07/2024 | 0.23% | 4.43 CHF | 4.44 CHF | 24,300 | 24,300 | 24,200 | 24,200 | 106,904 CHF | 107,146 CHF | 100.00% | 100.00% |
09/07/2024 | 0.23% | 4.25 CHF | 4.26 CHF | 23,700 | 23,700 | 23,602 | 23,602 | 100,730 CHF | 100,966 CHF | 100.00% | 100.00% |
08/07/2024 | 0.44% | 4.46 CHF | 4.48 CHF | 23,600 | 23,600 | 23,503 | 23,503 | 105,361 CHF | 105,828 CHF | 99.99% | 99.99% |
05/07/2024 | 0.22% | 4.42 CHF | 4.43 CHF | 24,700 | 24,700 | 24,598 | 24,598 | 111,865 CHF | 112,111 CHF | 99.81% | 99.81% |
04/07/2024 | 0.24% | 4.22 CHF | 4.23 CHF | 25,100 | 25,100 | 24,996 | 24,996 | 104,857 CHF | 105,107 CHF | 99.49% | 99.49% |
03/07/2024 | 0.24% | 4.13 CHF | 4.14 CHF | 25,200 | 25,200 | 25,462 | 25,462 | 104,562 CHF | 104,817 CHF | 99.98% | 99.98% |
02/07/2024 | 0.25% | 3.99 CHF | 4.00 CHF | 27,300 | 27,300 | 27,187 | 27,187 | 107,031 CHF | 107,303 CHF | 99.98% | 99.98% |