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 | 0.73% | 31.35 CHF | 31.40 CHF | 5,100 | 5,100 | 2,321 | 2,321 | 73,118 CHF | 73,507 CHF | 98.93% | 98.93% |
12/07/2024 | 0.78% | 30.45 CHF | 30.50 CHF | 5,200 | 5,200 | 2,339 | 2,339 | 70,541 CHF | 70,931 CHF | 99.17% | 99.17% |
11/07/2024 | 0.78% | 28.90 CHF | 28.95 CHF | 5,400 | 5,400 | 2,383 | 2,383 | 70,188 CHF | 70,582 CHF | 99.04% | 99.04% |
10/07/2024 | 0.78% | 29.10 CHF | 29.15 CHF | 5,300 | 5,300 | 2,335 | 2,335 | 68,930 CHF | 69,317 CHF | 97.60% | 97.60% |
09/07/2024 | 0.82% | 30.45 CHF | 30.50 CHF | 5,000 | 5,000 | 2,262 | 2,262 | 70,724 CHF | 71,141 CHF | 99.90% | 99.90% |
08/07/2024 | 0.82% | 32.60 CHF | 32.65 CHF | 4,800 | 4,800 | 2,141 | 2,141 | 71,173 CHF | 71,587 CHF | 99.90% | 99.90% |
05/07/2024 | 0.82% | 33.45 CHF | 33.50 CHF | 4,900 | 4,900 | 2,238 | 2,238 | 74,050 CHF | 74,490 CHF | 98.88% | 98.88% |
04/07/2024 | 0.98% | 33.20 CHF | 33.50 CHF | 2,000 | 2,000 | 1,627 | 1,627 | 53,712 CHF | 54,235 CHF | 99.47% | 99.47% |
03/07/2024 | 0.83% | 33.05 CHF | 33.10 CHF | 4,900 | 4,900 | 2,240 | 2,240 | 73,561 CHF | 74,001 CHF | 99.90% | 99.90% |
02/07/2024 | 0.77% | 31.25 CHF | 31.30 CHF | 5,200 | 5,200 | 2,332 | 2,332 | 71,144 CHF | 71,535 CHF | 99.88% | 99.88% |