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 | 0.60% | 4.20 CHF | 4.21 CHF | 4,070 | 4,070 | 2,747 | 2,747 | 12,260 CHF | 12,328 CHF | 99.89% | 99.89% |
12/07/2024 | 0.61% | 4.46 CHF | 4.47 CHF | 4,190 | 4,190 | 2,801 | 2,801 | 12,519 CHF | 12,587 CHF | 100.00% | 100.00% |
11/07/2024 | 0.49% | 4.34 CHF | 4.35 CHF | 4,990 | 4,990 | 3,283 | 3,283 | 13,075 CHF | 13,133 CHF | 99.87% | 99.87% |
10/07/2024 | 0.51% | 4.03 CHF | 4.04 CHF | 4,500 | 4,500 | 3,008 | 3,008 | 12,139 CHF | 12,195 CHF | 99.80% | 99.80% |
09/07/2024 | 0.50% | 4.02 CHF | 4.03 CHF | 4,500 | 4,500 | 3,011 | 3,011 | 12,175 CHF | 12,231 CHF | 99.47% | 99.47% |
08/07/2024 | 0.51% | 4.09 CHF | 4.10 CHF | 4,780 | 4,780 | 3,195 | 3,195 | 12,966 CHF | 13,025 CHF | 99.98% | 99.98% |
05/07/2024 | 0.60% | 4.03 CHF | 4.04 CHF | 3,970 | 3,970 | 2,690 | 2,690 | 11,883 CHF | 11,949 CHF | 99.58% | 99.58% |
04/07/2024 | 0.87% | 4.58 CHF | 4.62 CHF | 810 | 810 | 802 | 802 | 3,710 CHF | 3,742 CHF | 99.43% | 99.43% |
03/07/2024 | 0.57% | 4.71 CHF | 4.72 CHF | 3,940 | 3,940 | 2,637 | 2,637 | 12,570 CHF | 12,635 CHF | 99.47% | 99.47% |
02/07/2024 | 0.59% | 5.03 CHF | 5.05 CHF | 3,650 | 3,650 | 2,442 | 2,442 | 12,695 CHF | 12,765 CHF | 99.20% | 99.20% |