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 | 0.30% | 32.50 CHF | 32.60 CHF | 2,400 | 2,400 | 2,383 | 2,383 | 80,052 CHF | 80,290 CHF | 99.96% | 99.96% |
12/07/2024 | 0.28% | 38.00 CHF | 38.10 CHF | 2,500 | 2,500 | 2,480 | 2,480 | 91,642 CHF | 91,891 CHF | 99.99% | 99.99% |
11/07/2024 | 0.30% | 34.55 CHF | 34.65 CHF | 2,700 | 2,700 | 2,700 | 2,700 | 90,297 CHF | 90,567 CHF | 99.78% | 99.78% |
10/07/2024 | 0.33% | 31.65 CHF | 31.75 CHF | 2,900 | 2,900 | 2,933 | 2,933 | 88,999 CHF | 89,292 CHF | 100.00% | 100.00% |
09/07/2024 | 0.33% | 29.00 CHF | 29.10 CHF | 2,800 | 2,800 | 2,800 | 2,800 | 85,508 CHF | 85,788 CHF | 99.73% | 99.73% |
08/07/2024 | 0.29% | 31.45 CHF | 31.55 CHF | 2,500 | 2,500 | 2,414 | 2,414 | 82,785 CHF | 83,026 CHF | 99.99% | 99.99% |
05/07/2024 | 0.27% | 36.20 CHF | 36.30 CHF | 2,300 | 2,300 | 2,309 | 2,309 | 87,037 CHF | 87,268 CHF | 99.79% | 99.79% |
04/07/2024 | 0.27% | 37.55 CHF | 37.65 CHF | 2,400 | 2,400 | 2,400 | 2,400 | 89,241 CHF | 89,481 CHF | 100.00% | 100.00% |
03/07/2024 | 0.27% | 36.60 CHF | 36.70 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 92,869 CHF | 93,119 CHF | 100.00% | 100.00% |
02/07/2024 | 0.29% | 34.55 CHF | 34.65 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 85,775 CHF | 86,025 CHF | 99.96% | 99.96% |