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 | 0.47% | 4.07 CHF | 4.09 CHF | 30,800 | 30,800 | 30,720 | 30,720 | 129,977 CHF | 130,591 CHF | 99.99% | 99.99% |
12/07/2024 | 0.25% | 4.71 CHF | 4.72 CHF | 36,900 | 36,900 | 37,330 | 37,330 | 149,331 CHF | 149,705 CHF | 100.00% | 100.00% |
11/07/2024 | 0.29% | 3.72 CHF | 3.73 CHF | 42,000 | 42,000 | 41,809 | 41,809 | 145,997 CHF | 146,415 CHF | 99.95% | 99.95% |
10/07/2024 | 0.32% | 3.38 CHF | 3.39 CHF | 47,100 | 47,100 | 47,628 | 47,628 | 150,176 CHF | 150,652 CHF | 99.99% | 99.99% |
09/07/2024 | 0.31% | 2.85 CHF | 2.86 CHF | 41,000 | 41,000 | 40,057 | 40,057 | 128,161 CHF | 128,562 CHF | 99.73% | 99.73% |
08/07/2024 | 0.27% | 3.60 CHF | 3.61 CHF | 39,600 | 39,600 | 39,436 | 39,436 | 145,366 CHF | 145,761 CHF | 99.30% | 99.30% |
05/07/2024 | 0.26% | 3.60 CHF | 3.61 CHF | 39,300 | 39,300 | 38,573 | 38,573 | 150,493 CHF | 150,878 CHF | 99.98% | 99.98% |
04/07/2024 | 0.28% | 3.66 CHF | 3.67 CHF | 40,100 | 40,100 | 39,934 | 39,934 | 142,984 CHF | 143,383 CHF | 99.59% | 99.59% |
03/07/2024 | 0.29% | 3.56 CHF | 3.57 CHF | 43,100 | 43,100 | 43,202 | 43,202 | 147,195 CHF | 147,627 CHF | 100.00% | 100.00% |
02/07/2024 | 0.30% | 3.26 CHF | 3.27 CHF | 39,900 | 39,900 | 39,735 | 39,735 | 130,244 CHF | 130,641 CHF | 99.97% | 99.97% |