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 | 0.18% | 308.80 CHF | 309.20 CHF | 1,300 | 1,300 | 597 | 597 | 183,719 CHF | 184,019 CHF | 97.75% | 97.75% |
12/07/2024 | 0.19% | 315.00 CHF | 315.40 CHF | 1,400 | 1,400 | 691 | 691 | 204,289 CHF | 204,643 CHF | 99.99% | 99.99% |
11/07/2024 | 0.18% | 314.80 CHF | 315.20 CHF | 1,200 | 1,200 | 565 | 565 | 201,546 CHF | 201,877 CHF | 99.43% | 99.43% |
10/07/2024 | 0.19% | 355.80 CHF | 356.20 CHF | 1,100 | 1,100 | 555 | 555 | 194,225 CHF | 194,551 CHF | 100.00% | 100.00% |
09/07/2024 | 0.18% | 335.00 CHF | 335.40 CHF | 1,300 | 1,300 | 594 | 594 | 194,508 CHF | 194,808 CHF | 99.57% | 99.57% |
08/07/2024 | 0.20% | 300.40 CHF | 300.80 CHF | 1,400 | 1,400 | 692 | 692 | 202,316 CHF | 202,670 CHF | 99.99% | 99.99% |
05/07/2024 | 0.19% | 290.80 CHF | 291.20 CHF | 1,300 | 1,300 | 592 | 592 | 176,664 CHF | 176,963 CHF | 99.26% | 99.26% |
04/07/2024 | 0.20% | 298.60 CHF | 299.20 CHF | 400 | 400 | 399 | 399 | 118,837 CHF | 119,077 CHF | 98.10% | 98.10% |
03/07/2024 | 0.21% | 282.20 CHF | 282.60 CHF | 1,500 | 1,500 | 718 | 718 | 183,430 CHF | 183,778 CHF | 95.88% | 95.88% |
02/07/2024 | 0.22% | 253.80 CHF | 254.20 CHF | 1,500 | 1,500 | 708 | 708 | 183,607 CHF | 183,967 CHF | 99.93% | 99.93% |