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 | 0.32% | 45.70 CHF | 45.85 CHF | 1,800 | 1,800 | 1,793 | 1,793 | 83,743 CHF | 84,012 CHF | 99.99% | 99.99% |
12/07/2024 | 0.33% | 47.40 CHF | 47.55 CHF | 1,900 | 1,900 | 1,970 | 1,970 | 88,561 CHF | 88,857 CHF | 100.00% | 100.00% |
11/07/2024 | 0.24% | 42.60 CHF | 42.70 CHF | 2,100 | 2,100 | 2,091 | 2,091 | 87,950 CHF | 88,159 CHF | 99.85% | 99.85% |
10/07/2024 | 0.24% | 40.90 CHF | 41.00 CHF | 2,100 | 2,100 | 2,091 | 2,091 | 85,520 CHF | 85,730 CHF | 100.00% | 100.00% |
09/07/2024 | 0.24% | 40.55 CHF | 40.65 CHF | 2,100 | 2,100 | 2,091 | 2,091 | 86,775 CHF | 86,984 CHF | 100.00% | 100.00% |
08/07/2024 | 0.25% | 40.95 CHF | 41.05 CHF | 2,100 | 2,100 | 2,091 | 2,091 | 86,972 CHF | 87,186 CHF | 100.00% | 100.00% |
05/07/2024 | 0.35% | 41.20 CHF | 41.35 CHF | 1,900 | 1,900 | 1,892 | 1,892 | 80,615 CHF | 80,898 CHF | 99.99% | 99.99% |
04/07/2024 | 0.33% | 46.10 CHF | 46.25 CHF | 1,900 | 1,900 | 1,885 | 1,885 | 86,818 CHF | 87,100 CHF | 100.00% | 100.00% |
03/07/2024 | 0.32% | 45.40 CHF | 45.55 CHF | 1,900 | 1,900 | 1,851 | 1,851 | 85,680 CHF | 85,958 CHF | 99.98% | 99.98% |
02/07/2024 | 0.33% | 46.05 CHF | 46.20 CHF | 1,900 | 1,900 | 1,892 | 1,892 | 84,902 CHF | 85,186 CHF | 99.96% | 99.96% |