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 | 0.40% | 4.98 CHF | 5.00 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 24,706 CHF | 24,806 CHF | 100.00% | 100.00% |
12/07/2024 | 0.42% | 4.91 CHF | 4.93 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 24,003 CHF | 24,102 CHF | 100.00% | 100.00% |
11/07/2024 | 0.41% | 4.87 CHF | 4.89 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 24,249 CHF | 24,349 CHF | 99.35% | 99.35% |
10/07/2024 | 0.51% | 3.93 CHF | 3.95 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 19,582 CHF | 19,681 CHF | 100.00% | 100.00% |
09/07/2024 | 0.53% | 3.84 CHF | 3.86 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 18,672 CHF | 18,772 CHF | 99.53% | 99.53% |
08/07/2024 | 0.56% | 3.69 CHF | 3.71 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 17,864 CHF | 17,963 CHF | 100.00% | 100.00% |
05/07/2024 | 0.55% | 3.68 CHF | 3.70 CHF | 5,000 | 5,000 | 4,951 | 4,951 | 18,081 CHF | 18,180 CHF | 96.13% | 96.13% |
04/07/2024 | 0.55% | 3.71 CHF | 3.73 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 18,061 CHF | 18,160 CHF | 99.42% | 99.42% |
03/07/2024 | 0.48% | 4.08 CHF | 4.10 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 20,699 CHF | 20,798 CHF | 100.00% | 100.00% |
02/07/2024 | 0.45% | 4.51 CHF | 4.53 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 22,423 CHF | 22,522 CHF | 99.45% | 100.00% |