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 | 0.94% | 36.05 CHF | 36.15 CHF | 4,500 | 4,500 | 2,046 | 2,046 | 73,278 CHF | 73,789 CHF | 99.58% | 99.58% |
12/07/2024 | 0.90% | 35.15 CHF | 35.25 CHF | 4,600 | 4,600 | 2,104 | 2,104 | 72,771 CHF | 73,264 CHF | 99.58% | 99.58% |
11/07/2024 | 0.92% | 33.10 CHF | 33.20 CHF | 4,800 | 4,800 | 2,141 | 2,141 | 71,247 CHF | 71,745 CHF | 99.78% | 99.78% |
10/07/2024 | 0.94% | 33.05 CHF | 33.15 CHF | 4,400 | 4,400 | 1,961 | 1,961 | 67,993 CHF | 68,477 CHF | 99.20% | 99.20% |
09/07/2024 | 0.89% | 37.00 CHF | 37.10 CHF | 4,200 | 4,200 | 1,925 | 1,925 | 72,143 CHF | 72,622 CHF | 99.90% | 99.90% |
08/07/2024 | 0.87% | 37.85 CHF | 37.95 CHF | 4,100 | 4,100 | 1,886 | 1,886 | 72,634 CHF | 73,109 CHF | 99.90% | 99.90% |
05/07/2024 | 0.88% | 38.40 CHF | 38.50 CHF | 4,100 | 4,100 | 1,897 | 1,897 | 72,401 CHF | 72,880 CHF | 99.24% | 99.24% |
04/07/2024 | 0.99% | 38.15 CHF | 38.45 CHF | 1,700 | 1,700 | 1,381 | 1,381 | 52,505 CHF | 53,007 CHF | 100.00% | 100.00% |
03/07/2024 | 0.90% | 38.45 CHF | 38.55 CHF | 4,200 | 4,200 | 1,911 | 1,911 | 72,345 CHF | 72,823 CHF | 100.00% | 100.00% |
02/07/2024 | 0.97% | 35.95 CHF | 36.05 CHF | 4,500 | 4,500 | 2,055 | 2,055 | 72,067 CHF | 72,583 CHF | 99.68% | 99.68% |