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% | 145.20 CHF | 145.40 CHF | 2,400 | 2,400 | 1,348 | 1,348 | 191,411 CHF | 191,681 CHF | 98.87% | 98.87% |
12/07/2024 | 0.16% | 134.40 CHF | 134.60 CHF | 2,600 | 2,600 | 1,466 | 1,466 | 186,146 CHF | 186,440 CHF | 99.98% | 99.98% |
11/07/2024 | 0.15% | 120.80 CHF | 121.00 CHF | 2,400 | 2,400 | 1,338 | 1,338 | 179,139 CHF | 179,408 CHF | 99.90% | 99.90% |
10/07/2024 | 0.16% | 132.80 CHF | 133.00 CHF | 2,500 | 2,500 | 1,388 | 1,388 | 181,356 CHF | 181,634 CHF | 99.89% | 99.89% |
09/07/2024 | 0.16% | 124.80 CHF | 125.00 CHF | 2,600 | 2,600 | 1,468 | 1,468 | 183,551 CHF | 183,845 CHF | 99.43% | 99.43% |
08/07/2024 | 0.17% | 120.60 CHF | 120.80 CHF | 2,700 | 2,700 | 1,504 | 1,504 | 181,724 CHF | 182,025 CHF | 99.99% | 99.99% |
05/07/2024 | 0.18% | 116.80 CHF | 117.00 CHF | 2,900 | 2,900 | 1,632 | 1,632 | 182,422 CHF | 182,749 CHF | 99.34% | 99.34% |
04/07/2024 | 0.18% | 108.40 CHF | 108.60 CHF | 1,500 | 1,500 | 1,340 | 1,340 | 145,410 CHF | 145,678 CHF | 99.45% | 99.45% |
03/07/2024 | 0.19% | 107.20 CHF | 107.40 CHF | 3,000 | 3,000 | 1,657 | 1,657 | 175,590 CHF | 175,922 CHF | 90.50% | 90.50% |
02/07/2024 | 0.21% | 106.20 CHF | 106.40 CHF | 3,200 | 3,200 | 1,775 | 1,775 | 176,570 CHF | 176,926 CHF | 99.97% | 99.97% |