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 | 0.21% | 4.75 CHF | 4.76 CHF | 26,800 | 26,800 | 26,690 | 26,690 | 124,821 CHF | 125,088 CHF | 100.00% | 100.00% |
12/07/2024 | 0.20% | 4.87 CHF | 4.88 CHF | 23,700 | 23,700 | 23,990 | 23,990 | 121,078 CHF | 121,318 CHF | 99.98% | 99.98% |
11/07/2024 | 0.18% | 5.28 CHF | 5.29 CHF | 22,300 | 22,300 | 22,167 | 22,167 | 123,512 CHF | 123,734 CHF | 99.79% | 99.79% |
10/07/2024 | 0.24% | 5.72 CHF | 5.74 CHF | 19,700 | 19,700 | 20,002 | 20,002 | 118,939 CHF | 119,223 CHF | 100.00% | 100.00% |
09/07/2024 | 0.16% | 6.27 CHF | 6.28 CHF | 21,900 | 21,900 | 21,708 | 21,708 | 132,703 CHF | 132,920 CHF | 99.73% | 99.73% |
08/07/2024 | 0.17% | 6.00 CHF | 6.01 CHF | 21,700 | 21,700 | 21,627 | 21,627 | 125,953 CHF | 126,170 CHF | 100.00% | 100.00% |
05/07/2024 | 0.17% | 5.88 CHF | 5.89 CHF | 21,300 | 21,300 | 21,212 | 21,212 | 122,123 CHF | 122,335 CHF | 99.80% | 99.80% |
04/07/2024 | 0.16% | 6.02 CHF | 6.03 CHF | 20,600 | 20,600 | 21,380 | 21,380 | 131,339 CHF | 131,553 CHF | 100.00% | 100.00% |
03/07/2024 | 0.20% | 6.11 CHF | 6.12 CHF | 20,500 | 20,500 | 20,136 | 20,136 | 123,101 CHF | 123,341 CHF | 100.00% | 100.00% |
02/07/2024 | 0.15% | 6.44 CHF | 6.45 CHF | 22,200 | 22,200 | 22,129 | 22,129 | 143,967 CHF | 144,189 CHF | 99.40% | 99.40% |