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 | 1.75% | 3.91 CHF | 3.99 CHF | 12,200 | 12,200 | 12,200 | 12,200 | 55,436 CHF | 56,412 CHF | 99.98% | 99.98% |
12/07/2024 | 1.54% | 4.46 CHF | 4.54 CHF | 12,200 | 12,200 | 13,504 | 13,504 | 62,995 CHF | 63,968 CHF | 99.99% | 99.99% |
11/07/2024 | 1.66% | 4.21 CHF | 4.28 CHF | 13,900 | 13,900 | 13,105 | 13,105 | 60,084 CHF | 61,086 CHF | 71.54% | 71.54% |
10/07/2024 | 1.66% | 4.81 CHF | 4.89 CHF | 12,700 | 12,700 | 12,623 | 12,623 | 60,260 CHF | 61,270 CHF | 99.38% | 99.38% |
09/07/2024 | 1.56% | 5.21 CHF | 5.29 CHF | 12,600 | 12,600 | 13,591 | 13,591 | 62,380 CHF | 63,361 CHF | 99.98% | 99.98% |
08/07/2024 | 1.49% | 4.36 CHF | 4.43 CHF | 13,900 | 13,900 | 15,415 | 15,415 | 63,813 CHF | 64,771 CHF | 100.00% | 100.00% |
05/07/2024 | 1.65% | 3.52 CHF | 3.58 CHF | 15,900 | 15,900 | 14,676 | 14,676 | 59,477 CHF | 60,467 CHF | 100.00% | 100.00% |
04/07/2024 | 1.66% | 4.34 CHF | 4.41 CHF | 14,300 | 14,300 | 13,310 | 13,310 | 55,581 CHF | 56,513 CHF | 100.00% | 100.00% |
03/07/2024 | 1.69% | 4.53 CHF | 4.60 CHF | 13,000 | 13,000 | 12,365 | 12,365 | 56,610 CHF | 57,573 CHF | 99.99% | 99.99% |
02/07/2024 | 1.73% | 4.46 CHF | 4.54 CHF | 12,200 | 12,200 | 11,441 | 11,441 | 57,552 CHF | 58,552 CHF | 99.89% | 99.89% |