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% | 30.65 CHF | 30.70 CHF | 3,500 | 3,500 | 3,500 | 3,500 | 106,638 CHF | 106,813 CHF | 99.99% | 99.99% |
12/07/2024 | 0.16% | 31.05 CHF | 31.10 CHF | 3,600 | 3,600 | 3,600 | 3,600 | 110,663 CHF | 110,843 CHF | 99.93% | 99.93% |
11/07/2024 | 0.17% | 30.05 CHF | 30.10 CHF | 3,600 | 3,600 | 3,600 | 3,600 | 107,589 CHF | 107,769 CHF | 99.65% | 99.65% |
10/07/2024 | 0.17% | 29.65 CHF | 29.70 CHF | 3,700 | 3,700 | 3,700 | 3,700 | 109,200 CHF | 109,385 CHF | 100.00% | 100.00% |
09/07/2024 | 0.17% | 28.15 CHF | 28.20 CHF | 3,600 | 3,600 | 3,600 | 3,600 | 103,908 CHF | 104,088 CHF | 99.99% | 99.99% |
08/07/2024 | 0.16% | 29.80 CHF | 29.85 CHF | 3,600 | 3,600 | 3,600 | 3,600 | 109,707 CHF | 109,887 CHF | 99.99% | 99.99% |
05/07/2024 | 0.16% | 29.60 CHF | 29.65 CHF | 3,600 | 3,600 | 3,600 | 3,600 | 109,466 CHF | 109,646 CHF | 99.99% | 99.99% |
04/07/2024 | 0.16% | 30.65 CHF | 30.70 CHF | 3,700 | 3,700 | 3,700 | 3,700 | 114,071 CHF | 114,256 CHF | 100.00% | 100.00% |
03/07/2024 | 0.18% | 29.00 CHF | 29.05 CHF | 3,900 | 3,900 | 3,900 | 3,900 | 111,339 CHF | 111,534 CHF | 100.00% | 100.00% |
02/07/2024 | 0.17% | 26.90 CHF | 26.95 CHF | 3,800 | 3,800 | 3,800 | 3,800 | 98,936 CHF | 99,103 CHF | 99.98% | 99.98% |