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 | 0.50% | 29.35 CHF | 29.50 CHF | 5,300 | 5,300 | 5,230 | 5,230 | 157,475 CHF | 158,260 CHF | 99.99% | 99.99% |
12/07/2024 | 0.50% | 29.65 CHF | 29.80 CHF | 5,300 | 5,300 | 5,300 | 5,300 | 157,647 CHF | 158,442 CHF | 100.00% | 100.00% |
11/07/2024 | 0.50% | 29.60 CHF | 29.75 CHF | 5,300 | 5,300 | 5,285 | 5,285 | 159,366 CHF | 160,159 CHF | 99.84% | 99.84% |
10/07/2024 | 0.52% | 29.20 CHF | 29.35 CHF | 5,500 | 5,500 | 5,500 | 5,500 | 158,570 CHF | 159,395 CHF | 100.00% | 100.00% |
09/07/2024 | 0.53% | 28.30 CHF | 28.45 CHF | 5,500 | 5,500 | 5,496 | 5,496 | 156,961 CHF | 157,786 CHF | 100.00% | 100.00% |
08/07/2024 | 0.53% | 28.15 CHF | 28.30 CHF | 5,700 | 5,700 | 5,700 | 5,700 | 159,670 CHF | 160,525 CHF | 99.98% | 99.98% |
05/07/2024 | 0.54% | 27.20 CHF | 27.35 CHF | 5,600 | 5,600 | 5,610 | 5,610 | 154,176 CHF | 155,017 CHF | 100.00% | 100.00% |
04/07/2024 | 0.53% | 28.35 CHF | 28.50 CHF | 5,600 | 5,600 | 5,606 | 5,606 | 158,681 CHF | 159,522 CHF | 100.00% | 100.00% |
03/07/2024 | 0.54% | 27.65 CHF | 27.80 CHF | 5,500 | 5,500 | 5,506 | 5,506 | 151,863 CHF | 152,688 CHF | 99.98% | 99.98% |
02/07/2024 | 0.52% | 28.55 CHF | 28.70 CHF | 5,300 | 5,300 | 5,271 | 5,271 | 150,342 CHF | 151,133 CHF | 100.00% | 100.00% |