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 | 1.72% | 58.81 CHF | 59.83 CHF | 1,665 | 1,637 | 1,653 | 1,626 | 97,913 CHF | 97,947 CHF | 99.33% | 99.33% |
12/07/2024 | 1.72% | 60.14 CHF | 61.18 CHF | 1,629 | 1,602 | 1,636 | 1,609 | 97,934 CHF | 97,970 CHF | 100.00% | 100.00% |
11/07/2024 | 1.72% | 59.81 CHF | 60.85 CHF | 1,637 | 1,610 | 1,647 | 1,620 | 97,918 CHF | 97,955 CHF | 99.97% | 99.97% |
10/07/2024 | 1.72% | 58.73 CHF | 59.75 CHF | 1,667 | 1,639 | 1,677 | 1,649 | 97,880 CHF | 97,915 CHF | 100.00% | 100.00% |
09/07/2024 | 1.72% | 57.69 CHF | 58.69 CHF | 1,696 | 1,668 | 1,683 | 1,655 | 97,871 CHF | 97,909 CHF | 99.99% | 99.99% |
08/07/2024 | 1.72% | 58.12 CHF | 59.13 CHF | 1,684 | 1,656 | 1,683 | 1,655 | 97,876 CHF | 97,910 CHF | 99.98% | 99.98% |
05/07/2024 | 1.72% | 58.69 CHF | 59.71 CHF | 1,668 | 1,640 | 1,670 | 1,642 | 97,890 CHF | 97,924 CHF | 99.49% | 99.49% |
04/07/2024 | 1.73% | 57.99 CHF | 59.00 CHF | 1,688 | 1,659 | 1,690 | 1,662 | 97,860 CHF | 97,900 CHF | 99.99% | 99.99% |
03/07/2024 | 1.73% | 57.27 CHF | 58.27 CHF | 1,708 | 1,680 | 1,724 | 1,695 | 97,819 CHF | 97,856 CHF | 99.98% | 99.98% |
02/07/2024 | 1.73% | 56.28 CHF | 57.26 CHF | 1,738 | 1,709 | 1,739 | 1,710 | 97,797 CHF | 97,836 CHF | 99.99% | 99.99% |