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 | 0.55% | 4.89 CHF | 4.90 CHF | 8,910 | 8,910 | 5,963 | 5,963 | 29,238 CHF | 29,384 CHF | 100.00% | 100.00% |
12/07/2024 | 0.51% | 5.06 CHF | 5.07 CHF | 9,000 | 9,000 | 6,103 | 6,103 | 32,407 CHF | 32,558 CHF | 99.89% | 99.89% |
11/07/2024 | 0.50% | 5.30 CHF | 5.31 CHF | 9,110 | 9,110 | 6,116 | 6,116 | 33,007 CHF | 33,157 CHF | 99.84% | 99.84% |
10/07/2024 | 0.48% | 5.57 CHF | 5.58 CHF | 9,190 | 9,190 | 6,167 | 6,167 | 35,005 CHF | 35,158 CHF | 99.00% | 99.00% |
09/07/2024 | 0.46% | 5.96 CHF | 5.97 CHF | 9,420 | 9,420 | 6,278 | 6,278 | 37,170 CHF | 37,325 CHF | 99.48% | 99.48% |
08/07/2024 | 0.46% | 6.03 CHF | 6.04 CHF | 9,480 | 9,480 | 6,318 | 6,318 | 37,641 CHF | 37,797 CHF | 99.84% | 99.84% |
05/07/2024 | 0.47% | 5.64 CHF | 5.65 CHF | 9,240 | 9,240 | 6,231 | 6,231 | 36,024 CHF | 36,178 CHF | 99.59% | 99.59% |
04/07/2024 | 0.67% | 5.91 CHF | 5.95 CHF | 1,878 | 1,878 | 1,866 | 1,866 | 11,154 CHF | 11,229 CHF | 99.55% | 99.55% |
03/07/2024 | 0.42% | 5.99 CHF | 6.00 CHF | 9,430 | 9,430 | 6,427 | 6,427 | 40,913 CHF | 41,072 CHF | 99.13% | 99.13% |
02/07/2024 | 0.41% | 6.77 CHF | 6.78 CHF | 9,850 | 9,850 | 6,536 | 6,536 | 43,763 CHF | 43,924 CHF | 99.66% | 99.66% |