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 | 0.61% | 5.49 CHF | 5.51 CHF | 9,500 | 9,500 | 5,250 | 5,250 | 28,765 CHF | 28,922 CHF | 99.99% | 99.99% |
12/07/2024 | 0.47% | 5.29 CHF | 5.30 CHF | 10,100 | 10,100 | 5,640 | 5,640 | 28,186 CHF | 28,298 CHF | 99.94% | 99.94% |
11/07/2024 | 0.48% | 4.99 CHF | 5.00 CHF | 10,700 | 10,700 | 5,877 | 5,877 | 28,824 CHF | 28,942 CHF | 99.42% | 99.42% |
10/07/2024 | 0.51% | 4.74 CHF | 4.75 CHF | 12,200 | 12,200 | 6,641 | 6,641 | 30,643 CHF | 30,776 CHF | 99.84% | 99.84% |
09/07/2024 | 0.54% | 4.28 CHF | 4.29 CHF | 12,300 | 12,300 | 6,843 | 6,843 | 29,556 CHF | 29,693 CHF | 99.65% | 99.65% |
08/07/2024 | 0.55% | 4.20 CHF | 4.21 CHF | 12,200 | 12,200 | 6,725 | 6,725 | 28,656 CHF | 28,790 CHF | 100.00% | 100.00% |
05/07/2024 | 0.52% | 4.65 CHF | 4.66 CHF | 12,500 | 12,500 | 6,885 | 6,885 | 30,982 CHF | 31,119 CHF | 99.36% | 99.36% |
04/07/2024 | 0.59% | 4.36 CHF | 4.38 CHF | 6,300 | 6,300 | 5,601 | 5,601 | 24,061 CHF | 24,200 CHF | 98.80% | 98.80% |
03/07/2024 | 0.60% | 4.30 CHF | 4.31 CHF | 13,900 | 13,900 | 7,552 | 7,552 | 29,974 CHF | 30,122 CHF | 98.22% | 98.22% |
02/07/2024 | 0.64% | 3.56 CHF | 3.57 CHF | 14,100 | 14,100 | 7,775 | 7,775 | 28,274 CHF | 28,428 CHF | 100.00% | 100.00% |