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 | 0.16% | 30.80 CHF | 30.85 CHF | 4,200 | 4,200 | 4,256 | 4,256 | 129,556 CHF | 129,769 CHF | 100.00% | 100.00% |
12/07/2024 | 0.16% | 31.15 CHF | 31.20 CHF | 4,400 | 4,400 | 4,382 | 4,382 | 134,151 CHF | 134,370 CHF | 100.00% | 100.00% |
11/07/2024 | 0.17% | 30.20 CHF | 30.25 CHF | 4,400 | 4,400 | 4,456 | 4,456 | 130,288 CHF | 130,511 CHF | 99.99% | 99.99% |
10/07/2024 | 0.17% | 29.90 CHF | 29.95 CHF | 4,600 | 4,600 | 4,605 | 4,605 | 132,225 CHF | 132,456 CHF | 99.99% | 99.99% |
09/07/2024 | 0.18% | 27.85 CHF | 27.90 CHF | 4,200 | 4,200 | 4,183 | 4,183 | 118,072 CHF | 118,281 CHF | 99.99% | 99.99% |
08/07/2024 | 0.15% | 32.85 CHF | 32.90 CHF | 4,000 | 4,000 | 3,983 | 3,983 | 131,550 CHF | 131,749 CHF | 99.99% | 99.99% |
05/07/2024 | 0.15% | 32.80 CHF | 32.85 CHF | 3,900 | 3,900 | 3,884 | 3,884 | 131,357 CHF | 131,551 CHF | 99.81% | 99.81% |
04/07/2024 | 0.15% | 33.75 CHF | 33.80 CHF | 4,000 | 4,000 | 3,984 | 3,984 | 133,935 CHF | 134,134 CHF | 99.49% | 99.49% |
03/07/2024 | 0.15% | 32.95 CHF | 33.00 CHF | 4,100 | 4,100 | 4,179 | 4,179 | 136,406 CHF | 136,615 CHF | 99.36% | 99.36% |
02/07/2024 | 0.16% | 31.10 CHF | 31.15 CHF | 4,200 | 4,200 | 4,185 | 4,185 | 128,805 CHF | 129,014 CHF | 100.00% | 100.00% |