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 | 1.02% | 5.01 CHF | 5.06 CHF | 29,800 | 29,800 | 29,800 | 29,800 | 145,504 CHF | 146,994 CHF | 99.10% | 99.10% |
12/07/2024 | 0.79% | 5.24 CHF | 5.28 CHF | 31,900 | 31,900 | 31,900 | 31,900 | 161,246 CHF | 162,522 CHF | 100.00% | 100.00% |
11/07/2024 | 0.81% | 4.88 CHF | 4.92 CHF | 31,900 | 31,900 | 31,900 | 31,900 | 157,785 CHF | 159,061 CHF | 99.99% | 99.99% |
10/07/2024 | 0.88% | 4.73 CHF | 4.77 CHF | 35,800 | 35,800 | 35,800 | 35,800 | 162,520 CHF | 163,952 CHF | 100.00% | 100.00% |
09/07/2024 | 0.92% | 4.05 CHF | 4.09 CHF | 31,400 | 31,400 | 31,400 | 31,400 | 135,584 CHF | 136,840 CHF | 100.00% | 100.00% |
08/07/2024 | 0.75% | 4.96 CHF | 5.00 CHF | 31,100 | 31,100 | 31,100 | 31,100 | 165,632 CHF | 166,876 CHF | 100.00% | 100.00% |
05/07/2024 | 0.99% | 4.84 CHF | 4.89 CHF | 28,900 | 28,900 | 28,900 | 28,900 | 146,240 CHF | 147,685 CHF | 100.00% | 100.00% |
04/07/2024 | 0.75% | 5.42 CHF | 5.46 CHF | 33,000 | 33,000 | 33,000 | 33,000 | 176,056 CHF | 177,376 CHF | 100.00% | 100.00% |
03/07/2024 | 0.86% | 4.70 CHF | 4.74 CHF | 38,900 | 38,900 | 38,900 | 38,900 | 180,615 CHF | 182,171 CHF | 100.00% | 100.00% |
02/07/2024 | 1.04% | 3.88 CHF | 3.92 CHF | 33,700 | 33,700 | 33,700 | 33,700 | 129,435 CHF | 130,783 CHF | 99.97% | 99.97% |