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 | 0.61% | 17.92 CHF | 18.03 CHF | 7,500 | 7,500 | 7,484 | 7,484 | 133,957 CHF | 134,776 CHF | 100.00% | 100.00% |
12/07/2024 | 0.58% | 17.60 CHF | 17.70 CHF | 7,700 | 7,700 | 7,749 | 7,749 | 132,681 CHF | 133,456 CHF | 99.98% | 99.98% |
11/07/2024 | 0.60% | 16.87 CHF | 16.97 CHF | 8,200 | 8,200 | 8,200 | 8,200 | 135,214 CHF | 136,034 CHF | 99.78% | 99.78% |
10/07/2024 | 0.64% | 15.79 CHF | 15.89 CHF | 8,400 | 8,400 | 8,400 | 8,400 | 130,716 CHF | 131,554 CHF | 99.99% | 99.99% |
09/07/2024 | 0.61% | 15.77 CHF | 15.87 CHF | 8,200 | 8,200 | 8,016 | 8,016 | 130,505 CHF | 131,307 CHF | 99.71% | 99.71% |
08/07/2024 | 0.55% | 16.25 CHF | 16.34 CHF | 8,500 | 8,500 | 8,512 | 8,512 | 137,703 CHF | 138,469 CHF | 99.99% | 99.99% |
05/07/2024 | 0.62% | 15.22 CHF | 15.31 CHF | 8,400 | 8,400 | 8,389 | 8,389 | 131,403 CHF | 132,226 CHF | 99.76% | 99.76% |
04/07/2024 | 0.58% | 15.58 CHF | 15.67 CHF | 8,800 | 8,800 | 8,799 | 8,799 | 135,962 CHF | 136,754 CHF | 100.00% | 100.00% |
03/07/2024 | 0.62% | 14.83 CHF | 14.92 CHF | 9,300 | 9,300 | 9,310 | 9,310 | 135,479 CHF | 136,317 CHF | 100.00% | 100.00% |
02/07/2024 | 0.66% | 14.03 CHF | 14.12 CHF | 9,000 | 9,000 | 9,000 | 9,000 | 123,091 CHF | 123,901 CHF | 99.95% | 99.95% |