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 | 0.14% | 21.31 CHF | 21.34 CHF | 3,000 | 3,000 | 2,988 | 2,988 | 63,783 CHF | 63,873 CHF | 99.77% | 99.77% |
12/07/2024 | 0.10% | 21.58 CHF | 21.60 CHF | 3,100 | 3,100 | 3,087 | 3,087 | 64,727 CHF | 64,788 CHF | 99.19% | 99.19% |
11/07/2024 | 0.09% | 20.66 CHF | 20.68 CHF | 3,100 | 3,100 | 3,087 | 3,087 | 65,030 CHF | 65,092 CHF | 98.02% | 98.02% |
10/07/2024 | 0.10% | 20.43 CHF | 20.45 CHF | 3,200 | 3,200 | 3,187 | 3,187 | 64,357 CHF | 64,421 CHF | 98.81% | 98.81% |
09/07/2024 | 0.10% | 19.99 CHF | 20.01 CHF | 3,200 | 3,200 | 3,187 | 3,187 | 63,875 CHF | 63,939 CHF | 99.78% | 99.78% |
08/07/2024 | 0.10% | 19.78 CHF | 19.80 CHF | 3,600 | 3,600 | 3,589 | 3,589 | 69,189 CHF | 69,260 CHF | 99.98% | 99.98% |
05/07/2024 | 0.11% | 17.21 CHF | 17.23 CHF | 3,500 | 3,500 | 3,485 | 3,485 | 62,391 CHF | 62,461 CHF | 99.09% | 99.09% |
04/07/2024 | 0.11% | 18.20 CHF | 18.22 CHF | 3,600 | 3,600 | 3,585 | 3,585 | 64,587 CHF | 64,659 CHF | 99.21% | 99.21% |
03/07/2024 | 0.11% | 17.39 CHF | 17.41 CHF | 3,500 | 3,500 | 3,485 | 3,485 | 61,584 CHF | 61,653 CHF | 98.70% | 98.70% |
02/07/2024 | 0.17% | 18.48 CHF | 18.51 CHF | 3,000 | 3,000 | 2,977 | 2,977 | 52,649 CHF | 52,738 CHF | 97.98% | 97.98% |