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 | 0.95% | 4.17 CHF | 4.21 CHF | 13,200 | 13,200 | 13,217 | 13,217 | 55,212 CHF | 55,741 CHF | 99.95% | 99.95% |
12/07/2024 | 0.73% | 5.79 CHF | 5.83 CHF | 13,900 | 13,900 | 13,900 | 13,900 | 76,281 CHF | 76,837 CHF | 100.00% | 100.00% |
11/07/2024 | 0.76% | 5.32 CHF | 5.36 CHF | 15,200 | 15,200 | 15,301 | 15,301 | 80,349 CHF | 80,961 CHF | 99.81% | 99.81% |
10/07/2024 | 0.76% | 4.70 CHF | 4.74 CHF | 16,700 | 16,700 | 16,700 | 16,700 | 74,866 CHF | 75,440 CHF | 99.99% | 99.99% |
09/07/2024 | 0.86% | 4.37 CHF | 4.41 CHF | 16,500 | 16,500 | 16,482 | 16,482 | 76,745 CHF | 77,405 CHF | 99.74% | 99.74% |
08/07/2024 | 0.85% | 4.47 CHF | 4.51 CHF | 15,200 | 15,200 | 15,200 | 15,200 | 71,158 CHF | 71,766 CHF | 99.98% | 99.98% |
05/07/2024 | 0.77% | 4.89 CHF | 4.93 CHF | 14,600 | 14,600 | 14,320 | 14,320 | 74,356 CHF | 74,929 CHF | 99.80% | 99.80% |
04/07/2024 | 0.77% | 5.10 CHF | 5.14 CHF | 14,400 | 14,400 | 14,264 | 14,264 | 73,787 CHF | 74,357 CHF | 100.00% | 100.00% |
03/07/2024 | 0.75% | 5.18 CHF | 5.22 CHF | 14,200 | 14,200 | 13,899 | 13,899 | 74,039 CHF | 74,595 CHF | 100.00% | 100.00% |
02/07/2024 | 0.76% | 5.24 CHF | 5.28 CHF | 14,200 | 14,200 | 14,314 | 14,314 | 75,410 CHF | 75,982 CHF | 99.99% | 99.99% |