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 | 0.49% | 39.80 CHF | 40.00 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 81,243 CHF | 81,643 CHF | 100.00% | 100.00% |
12/07/2024 | 0.50% | 40.20 CHF | 40.40 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 79,730 CHF | 80,130 CHF | 100.00% | 100.00% |
11/07/2024 | 0.49% | 40.90 CHF | 41.10 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 81,879 CHF | 82,279 CHF | 99.94% | 99.94% |
10/07/2024 | 0.37% | 40.65 CHF | 40.80 CHF | 2,100 | 2,100 | 2,100 | 2,100 | 83,895 CHF | 84,210 CHF | 100.00% | 100.00% |
09/07/2024 | 0.38% | 38.90 CHF | 39.05 CHF | 2,100 | 2,100 | 2,099 | 2,099 | 82,310 CHF | 82,625 CHF | 100.00% | 100.00% |
08/07/2024 | 0.38% | 38.60 CHF | 38.75 CHF | 2,200 | 2,200 | 2,200 | 2,200 | 86,008 CHF | 86,338 CHF | 99.99% | 99.99% |
05/07/2024 | 0.40% | 36.50 CHF | 36.65 CHF | 2,200 | 2,200 | 2,200 | 2,200 | 81,699 CHF | 82,029 CHF | 99.98% | 99.98% |
04/07/2024 | 0.41% | 37.10 CHF | 37.25 CHF | 2,300 | 2,300 | 2,300 | 2,300 | 85,003 CHF | 85,348 CHF | 100.00% | 100.00% |
03/07/2024 | 0.43% | 35.30 CHF | 35.45 CHF | 2,200 | 2,200 | 2,208 | 2,208 | 77,392 CHF | 77,723 CHF | 100.00% | 100.00% |
02/07/2024 | 0.41% | 37.10 CHF | 37.25 CHF | 2,100 | 2,100 | 2,100 | 2,100 | 76,463 CHF | 76,778 CHF | 99.98% | 99.98% |