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% | 36.30 CHF | 36.35 CHF | 11,500 | 11,500 | 6,402 | 6,402 | 228,069 CHF | 228,390 CHF | 98.85% | 98.85% |
12/07/2024 | 0.16% | 34.10 CHF | 34.15 CHF | 12,100 | 12,100 | 6,770 | 6,770 | 220,508 CHF | 220,847 CHF | 99.98% | 99.98% |
11/07/2024 | 0.15% | 31.30 CHF | 31.35 CHF | 11,500 | 11,500 | 6,207 | 6,207 | 210,417 CHF | 210,729 CHF | 99.96% | 99.96% |
10/07/2024 | 0.15% | 33.70 CHF | 33.75 CHF | 11,800 | 11,800 | 6,562 | 6,562 | 218,252 CHF | 218,581 CHF | 99.88% | 99.88% |
09/07/2024 | 0.16% | 32.05 CHF | 32.10 CHF | 12,100 | 12,100 | 6,732 | 6,732 | 216,185 CHF | 216,522 CHF | 99.43% | 99.43% |
08/07/2024 | 0.16% | 31.20 CHF | 31.25 CHF | 12,500 | 12,500 | 6,910 | 6,910 | 215,714 CHF | 216,061 CHF | 100.00% | 100.00% |
05/07/2024 | 0.18% | 30.40 CHF | 30.45 CHF | 13,300 | 13,300 | 7,424 | 7,424 | 217,831 CHF | 218,203 CHF | 99.35% | 99.35% |
04/07/2024 | 0.17% | 28.60 CHF | 28.65 CHF | 6,800 | 6,800 | 6,055 | 6,055 | 173,526 CHF | 173,829 CHF | 99.49% | 99.49% |
03/07/2024 | 0.18% | 28.40 CHF | 28.45 CHF | 13,900 | 13,900 | 7,684 | 7,684 | 216,025 CHF | 216,410 CHF | 99.36% | 99.36% |
02/07/2024 | 0.19% | 28.20 CHF | 28.25 CHF | 14,400 | 14,400 | 8,089 | 8,089 | 216,212 CHF | 216,616 CHF | 99.99% | 99.99% |