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 | 0.34% | 39.35 CHF | 39.40 CHF | 6,900 | 6,900 | 3,841 | 3,841 | 145,769 CHF | 146,194 CHF | 99.77% | 99.77% |
12/07/2024 | 0.34% | 38.00 CHF | 38.05 CHF | 6,900 | 6,900 | 3,825 | 3,825 | 144,957 CHF | 145,380 CHF | 99.90% | 99.90% |
11/07/2024 | 0.31% | 38.85 CHF | 38.90 CHF | 6,200 | 6,200 | 3,424 | 3,424 | 142,155 CHF | 142,535 CHF | 99.92% | 99.92% |
10/07/2024 | 0.31% | 41.75 CHF | 41.80 CHF | 6,300 | 6,300 | 3,522 | 3,522 | 146,659 CHF | 147,050 CHF | 99.99% | 99.99% |
09/07/2024 | 0.31% | 41.75 CHF | 41.80 CHF | 6,300 | 6,300 | 3,528 | 3,528 | 146,557 CHF | 146,949 CHF | 99.98% | 99.98% |
08/07/2024 | 0.31% | 41.25 CHF | 41.30 CHF | 6,200 | 6,200 | 3,456 | 3,456 | 142,314 CHF | 142,695 CHF | 99.81% | 99.81% |
05/07/2024 | 0.33% | 41.85 CHF | 41.90 CHF | 6,600 | 6,600 | 3,713 | 3,713 | 147,913 CHF | 148,324 CHF | 98.34% | 98.34% |
04/07/2024 | 0.39% | 38.80 CHF | 38.95 CHF | 3,400 | 3,400 | 3,028 | 3,028 | 116,937 CHF | 117,391 CHF | 99.90% | 99.90% |
03/07/2024 | 0.34% | 38.30 CHF | 38.35 CHF | 6,800 | 6,800 | 3,761 | 3,761 | 142,830 CHF | 143,244 CHF | 99.99% | 99.99% |
02/07/2024 | 0.36% | 36.90 CHF | 36.95 CHF | 7,100 | 7,100 | 3,959 | 3,959 | 142,931 CHF | 143,370 CHF | 99.89% | 99.89% |