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 | 0.72% | 19.30 CHF | 19.35 CHF | 3,340 | 3,340 | 2,254 | 2,254 | 42,733 CHF | 43,011 CHF | 99.99% | 99.99% |
12/07/2024 | 0.71% | 19.00 CHF | 19.05 CHF | 3,370 | 3,370 | 2,253 | 2,253 | 42,749 CHF | 43,026 CHF | 100.00% | 100.00% |
11/07/2024 | 0.68% | 19.15 CHF | 19.20 CHF | 3,340 | 3,340 | 2,197 | 2,197 | 43,360 CHF | 43,629 CHF | 99.80% | 99.80% |
10/07/2024 | 0.69% | 19.80 CHF | 19.85 CHF | 3,270 | 3,270 | 2,190 | 2,190 | 43,256 CHF | 43,525 CHF | 99.79% | 99.79% |
09/07/2024 | 0.69% | 19.80 CHF | 19.85 CHF | 3,270 | 3,270 | 2,189 | 2,189 | 43,186 CHF | 43,456 CHF | 99.66% | 99.66% |
08/07/2024 | 0.69% | 19.70 CHF | 19.75 CHF | 3,290 | 3,290 | 2,198 | 2,198 | 43,216 CHF | 43,486 CHF | 100.00% | 100.00% |
05/07/2024 | 0.71% | 19.80 CHF | 19.85 CHF | 3,280 | 3,280 | 2,223 | 2,223 | 42,934 CHF | 43,208 CHF | 99.95% | 99.95% |
04/07/2024 | 1.05% | 19.10 CHF | 19.30 CHF | 668 | 668 | 662 | 662 | 12,623 CHF | 12,755 CHF | 99.08% | 99.08% |
03/07/2024 | 0.71% | 19.05 CHF | 19.10 CHF | 3,350 | 3,350 | 2,239 | 2,239 | 42,556 CHF | 42,830 CHF | 99.66% | 99.66% |
02/07/2024 | 0.73% | 18.80 CHF | 18.85 CHF | 3,360 | 3,360 | 2,258 | 2,258 | 41,957 CHF | 42,235 CHF | 99.83% | 99.83% |