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 | 0.56% | 1.68 CHF | 1.69 CHF | 26,820 | 26,820 | 26,244 | 26,244 | 46,865 CHF | 47,128 CHF | 99.97% | 99.97% |
12/07/2024 | 0.56% | 1.83 CHF | 1.84 CHF | 26,380 | 26,380 | 26,249 | 26,249 | 46,817 CHF | 47,080 CHF | 100.00% | 100.00% |
11/07/2024 | 0.59% | 1.74 CHF | 1.75 CHF | 26,560 | 26,560 | 26,422 | 26,422 | 45,194 CHF | 45,459 CHF | 99.60% | 99.60% |
10/07/2024 | 0.61% | 1.69 CHF | 1.70 CHF | 26,750 | 26,750 | 26,524 | 26,524 | 43,977 CHF | 44,243 CHF | 100.00% | 100.00% |
09/07/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 26,780 | 26,780 | 26,420 | 26,420 | 44,710 CHF | 44,974 CHF | 99.58% | 99.58% |
08/07/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 26,800 | 26,800 | 26,481 | 26,481 | 44,139 CHF | 44,404 CHF | 100.00% | 100.00% |
05/07/2024 | 0.60% | 1.63 CHF | 1.64 CHF | 26,870 | 26,870 | 26,530 | 26,530 | 44,230 CHF | 44,495 CHF | 99.85% | 99.85% |
04/07/2024 | 0.60% | 1.68 CHF | 1.69 CHF | 26,770 | 26,770 | 26,509 | 26,509 | 44,449 CHF | 44,715 CHF | 100.00% | 100.00% |
03/07/2024 | 0.62% | 1.66 CHF | 1.67 CHF | 26,820 | 26,820 | 26,624 | 26,624 | 43,537 CHF | 43,803 CHF | 100.00% | 100.00% |
02/07/2024 | 0.64% | 1.64 CHF | 1.65 CHF | 26,820 | 26,820 | 26,738 | 26,738 | 41,975 CHF | 42,243 CHF | 99.02% | 99.02% |