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 | 0.15% | 33.55 CHF | 33.60 CHF | 4,600 | 4,600 | 4,581 | 4,581 | 154,066 CHF | 154,295 CHF | 100.00% | 100.00% |
12/07/2024 | 0.15% | 34.15 CHF | 34.20 CHF | 4,700 | 4,700 | 4,681 | 4,681 | 156,889 CHF | 157,123 CHF | 99.90% | 99.90% |
11/07/2024 | 0.15% | 32.65 CHF | 32.70 CHF | 4,800 | 4,800 | 4,780 | 4,780 | 154,623 CHF | 154,862 CHF | 99.97% | 99.97% |
10/07/2024 | 0.16% | 31.85 CHF | 31.90 CHF | 4,900 | 4,900 | 5,078 | 5,078 | 159,187 CHF | 159,441 CHF | 99.99% | 99.99% |
09/07/2024 | 0.16% | 30.65 CHF | 30.70 CHF | 5,000 | 5,000 | 4,979 | 4,979 | 155,240 CHF | 155,489 CHF | 100.00% | 100.00% |
08/07/2024 | 0.16% | 32.05 CHF | 32.10 CHF | 5,100 | 5,100 | 5,072 | 5,072 | 161,577 CHF | 161,831 CHF | 99.99% | 99.99% |
05/07/2024 | 0.16% | 30.80 CHF | 30.85 CHF | 5,000 | 5,000 | 4,975 | 4,975 | 157,240 CHF | 157,488 CHF | 99.99% | 99.99% |
04/07/2024 | 0.16% | 31.60 CHF | 31.65 CHF | 5,100 | 5,100 | 5,079 | 5,079 | 159,943 CHF | 160,197 CHF | 100.00% | 100.00% |
03/07/2024 | 0.16% | 30.75 CHF | 30.80 CHF | 5,200 | 5,200 | 5,179 | 5,179 | 157,252 CHF | 157,511 CHF | 100.00% | 100.00% |
02/07/2024 | 0.17% | 30.05 CHF | 30.10 CHF | 5,000 | 5,000 | 4,979 | 4,979 | 147,909 CHF | 148,158 CHF | 99.98% | 99.98% |