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 | 0.11% | 363.00 CHF | 363.40 CHF | 1,200 | 1,200 | 674 | 674 | 240,329 CHF | 240,599 CHF | 98.36% | 98.36% |
12/07/2024 | 0.13% | 341.00 CHF | 341.40 CHF | 1,300 | 1,300 | 718 | 718 | 234,041 CHF | 234,328 CHF | 99.99% | 99.99% |
11/07/2024 | 0.12% | 313.00 CHF | 313.40 CHF | 1,200 | 1,200 | 670 | 670 | 227,199 CHF | 227,468 CHF | 99.88% | 99.88% |
10/07/2024 | 0.12% | 337.20 CHF | 337.60 CHF | 1,200 | 1,200 | 671 | 671 | 223,254 CHF | 223,524 CHF | 99.89% | 99.89% |
09/07/2024 | 0.13% | 320.80 CHF | 321.20 CHF | 1,300 | 1,300 | 720 | 720 | 231,133 CHF | 231,421 CHF | 99.43% | 99.43% |
08/07/2024 | 0.13% | 312.00 CHF | 312.40 CHF | 1,300 | 1,300 | 718 | 718 | 224,137 CHF | 224,425 CHF | 99.99% | 99.99% |
05/07/2024 | 0.14% | 304.00 CHF | 304.40 CHF | 1,400 | 1,400 | 793 | 793 | 232,625 CHF | 232,943 CHF | 99.34% | 99.34% |
04/07/2024 | 0.14% | 286.20 CHF | 286.60 CHF | 700 | 700 | 647 | 647 | 185,374 CHF | 185,633 CHF | 99.49% | 99.49% |
03/07/2024 | 0.15% | 284.00 CHF | 284.40 CHF | 1,400 | 1,400 | 802 | 802 | 225,545 CHF | 225,866 CHF | 91.09% | 91.09% |
02/07/2024 | 0.15% | 282.00 CHF | 282.40 CHF | 1,500 | 1,500 | 839 | 839 | 224,371 CHF | 224,708 CHF | 99.98% | 99.98% |