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 | 0.84% | 1.20 CHF | 1.21 CHF | 19,400 | 19,400 | 19,242 | 19,242 | 22,968 CHF | 23,160 CHF | 99.51% | 99.51% |
12/07/2024 | 0.84% | 1.23 CHF | 1.24 CHF | 19,320 | 19,320 | 19,258 | 19,258 | 22,953 CHF | 23,146 CHF | 99.50% | 99.50% |
11/07/2024 | 0.88% | 1.17 CHF | 1.18 CHF | 19,510 | 19,510 | 19,440 | 19,440 | 22,298 CHF | 22,492 CHF | 99.27% | 99.27% |
10/07/2024 | 0.93% | 1.13 CHF | 1.14 CHF | 19,680 | 19,680 | 19,669 | 19,669 | 21,255 CHF | 21,451 CHF | 99.56% | 99.56% |
09/07/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 19,750 | 19,750 | 19,527 | 19,527 | 21,804 CHF | 21,999 CHF | 99.56% | 99.56% |
08/07/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 19,620 | 19,620 | 19,443 | 19,443 | 22,154 CHF | 22,349 CHF | 99.48% | 99.48% |
05/07/2024 | 0.85% | 1.14 CHF | 1.15 CHF | 19,630 | 19,630 | 19,305 | 19,305 | 22,810 CHF | 23,003 CHF | 99.35% | 99.35% |
04/07/2024 | 0.86% | 1.18 CHF | 1.19 CHF | 19,510 | 19,510 | 19,344 | 19,344 | 22,668 CHF | 22,861 CHF | 99.58% | 99.58% |
03/07/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 19,660 | 19,660 | 19,468 | 19,468 | 22,189 CHF | 22,384 CHF | 99.51% | 99.51% |
02/07/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 19,980 | 19,980 | 19,773 | 19,773 | 20,883 CHF | 21,080 CHF | 99.38% | 99.38% |