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 | 0.29% | 3.52 CHF | 3.53 CHF | 15,720 | 15,720 | 15,558 | 15,558 | 54,897 CHF | 55,053 CHF | 99.99% | 99.99% |
12/07/2024 | 0.26% | 3.83 CHF | 3.84 CHF | 15,880 | 15,880 | 15,798 | 15,798 | 62,338 CHF | 62,496 CHF | 100.00% | 100.00% |
11/07/2024 | 0.24% | 4.18 CHF | 4.19 CHF | 16,050 | 16,050 | 15,935 | 15,935 | 66,911 CHF | 67,071 CHF | 99.60% | 99.60% |
10/07/2024 | 0.22% | 4.40 CHF | 4.41 CHF | 16,220 | 16,220 | 16,215 | 16,215 | 75,918 CHF | 76,080 CHF | 100.00% | 100.00% |
09/07/2024 | 0.21% | 4.89 CHF | 4.90 CHF | 16,480 | 16,480 | 16,300 | 16,300 | 78,592 CHF | 78,755 CHF | 99.26% | 99.26% |
08/07/2024 | 0.20% | 5.03 CHF | 5.04 CHF | 16,590 | 16,590 | 16,415 | 16,415 | 82,342 CHF | 82,506 CHF | 99.99% | 99.99% |
05/07/2024 | 0.21% | 5.02 CHF | 5.03 CHF | 16,590 | 16,590 | 16,327 | 16,327 | 79,057 CHF | 79,221 CHF | 99.82% | 99.82% |
04/07/2024 | 0.20% | 5.04 CHF | 5.05 CHF | 16,620 | 16,620 | 16,540 | 16,540 | 85,437 CHF | 85,603 CHF | 100.00% | 100.00% |
03/07/2024 | 0.22% | 4.75 CHF | 4.76 CHF | 16,420 | 16,420 | 16,197 | 16,197 | 75,566 CHF | 75,729 CHF | 99.84% | 99.84% |
02/07/2024 | 0.22% | 4.50 CHF | 4.51 CHF | 16,210 | 16,210 | 16,097 | 16,097 | 73,816 CHF | 73,977 CHF | 99.00% | 99.00% |