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 | 0.76% | 4.10 CHF | 4.13 CHF | 20,400 | 20,400 | 20,124 | 20,124 | 79,016 CHF | 79,620 CHF | 100.00% | 100.00% |
12/07/2024 | 0.76% | 3.80 CHF | 3.83 CHF | 18,800 | 18,800 | 18,943 | 18,943 | 74,582 CHF | 75,150 CHF | 100.00% | 100.00% |
11/07/2024 | 0.74% | 4.01 CHF | 4.04 CHF | 17,800 | 17,800 | 17,875 | 17,875 | 72,596 CHF | 73,132 CHF | 99.97% | 99.97% |
10/07/2024 | 0.69% | 4.22 CHF | 4.25 CHF | 17,600 | 17,600 | 17,683 | 17,683 | 76,861 CHF | 77,391 CHF | 100.00% | 100.00% |
09/07/2024 | 0.71% | 4.37 CHF | 4.40 CHF | 18,100 | 18,100 | 17,902 | 17,902 | 75,747 CHF | 76,285 CHF | 100.00% | 100.00% |
08/07/2024 | 0.71% | 4.26 CHF | 4.29 CHF | 18,200 | 18,200 | 18,134 | 18,134 | 76,739 CHF | 77,283 CHF | 99.99% | 99.99% |
05/07/2024 | 0.72% | 4.25 CHF | 4.28 CHF | 18,600 | 18,600 | 18,487 | 18,487 | 76,325 CHF | 76,879 CHF | 99.99% | 99.99% |
04/07/2024 | 0.70% | 4.12 CHF | 4.15 CHF | 16,800 | 16,800 | 16,923 | 16,923 | 72,146 CHF | 72,654 CHF | 100.00% | 100.00% |
03/07/2024 | 0.68% | 4.44 CHF | 4.47 CHF | 16,900 | 16,900 | 16,841 | 16,841 | 73,591 CHF | 74,097 CHF | 99.99% | 99.99% |
02/07/2024 | 0.64% | 4.57 CHF | 4.60 CHF | 17,000 | 17,000 | 17,122 | 17,122 | 80,187 CHF | 80,701 CHF | 99.99% | 99.99% |