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 | 1.17% | 0.76 CHF | 0.77 CHF | 26,820 | 26,820 | 26,244 | 26,244 | 22,504 CHF | 22,766 CHF | 99.98% | 99.98% |
12/07/2024 | 1.18% | 0.90 CHF | 0.91 CHF | 26,380 | 26,380 | 26,250 | 26,250 | 22,428 CHF | 22,690 CHF | 100.00% | 100.00% |
11/07/2024 | 1.29% | 0.81 CHF | 0.82 CHF | 26,570 | 26,570 | 26,422 | 26,422 | 20,660 CHF | 20,924 CHF | 99.37% | 99.37% |
10/07/2024 | 1.37% | 0.76 CHF | 0.77 CHF | 26,730 | 26,730 | 26,524 | 26,524 | 19,365 CHF | 19,630 CHF | 100.00% | 100.00% |
09/07/2024 | 1.32% | 0.72 CHF | 0.73 CHF | 26,790 | 26,790 | 26,421 | 26,421 | 20,175 CHF | 20,439 CHF | 99.58% | 99.58% |
08/07/2024 | 1.36% | 0.72 CHF | 0.73 CHF | 26,800 | 26,800 | 26,481 | 26,481 | 19,541 CHF | 19,806 CHF | 100.00% | 100.00% |
05/07/2024 | 1.36% | 0.70 CHF | 0.71 CHF | 26,870 | 26,870 | 26,533 | 26,533 | 19,639 CHF | 19,904 CHF | 99.80% | 99.80% |
04/07/2024 | 1.34% | 0.75 CHF | 0.76 CHF | 26,770 | 26,770 | 26,512 | 26,512 | 19,859 CHF | 20,124 CHF | 100.00% | 100.00% |
03/07/2024 | 1.42% | 0.74 CHF | 0.75 CHF | 26,820 | 26,820 | 26,624 | 26,619 | 18,851 CHF | 19,114 CHF | 100.00% | 100.00% |
02/07/2024 | 1.56% | 0.71 CHF | 0.72 CHF | 26,820 | 26,820 | 26,739 | 26,739 | 17,198 CHF | 17,465 CHF | 99.84% | 99.84% |