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 | 1.66% | 17.78 CHF | 17.81 CHF | 8,700 | 8,700 | 3,895 | 3,895 | 68,687 CHF | 69,460 CHF | 99.99% | 99.99% |
12/07/2024 | 1.66% | 17.90 CHF | 17.93 CHF | 8,600 | 8,600 | 3,876 | 3,876 | 68,752 CHF | 69,530 CHF | 99.67% | 99.67% |
11/07/2024 | 1.68% | 17.39 CHF | 17.42 CHF | 9,400 | 9,400 | 4,247 | 4,247 | 72,198 CHF | 73,013 CHF | 99.72% | 99.72% |
10/07/2024 | 1.68% | 15.98 CHF | 16.01 CHF | 9,900 | 9,900 | 4,436 | 4,436 | 70,091 CHF | 70,888 CHF | 99.99% | 99.99% |
09/07/2024 | 1.68% | 15.50 CHF | 15.53 CHF | 9,700 | 9,700 | 4,388 | 4,388 | 69,646 CHF | 70,458 CHF | 99.73% | 99.73% |
08/07/2024 | 1.68% | 16.69 CHF | 16.72 CHF | 9,300 | 9,300 | 4,197 | 4,197 | 71,415 CHF | 72,227 CHF | 100.00% | 100.00% |
05/07/2024 | 1.68% | 16.95 CHF | 16.98 CHF | 9,400 | 9,400 | 4,227 | 4,227 | 71,454 CHF | 72,274 CHF | 99.66% | 99.66% |
04/07/2024 | 1.97% | 17.21 CHF | 17.48 CHF | 3,800 | 3,800 | 3,023 | 3,023 | 51,505 CHF | 52,487 CHF | 99.19% | 99.19% |
03/07/2024 | 1.65% | 16.74 CHF | 16.77 CHF | 9,600 | 9,600 | 4,321 | 4,321 | 71,935 CHF | 72,730 CHF | 99.46% | 99.46% |
02/07/2024 | 1.70% | 16.73 CHF | 16.76 CHF | 9,400 | 9,400 | 4,241 | 4,241 | 71,116 CHF | 71,935 CHF | 99.98% | 99.98% |