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 | 0.22% | 42.80 CHF | 42.85 CHF | 8,890 | 8,890 | 5,941 | 5,941 | 254,079 CHF | 254,603 CHF | 99.62% | 99.62% |
12/07/2024 | 0.23% | 43.00 CHF | 43.05 CHF | 8,830 | 8,830 | 6,018 | 6,018 | 253,612 CHF | 254,145 CHF | 99.96% | 99.96% |
11/07/2024 | 0.21% | 42.75 CHF | 42.80 CHF | 8,850 | 8,850 | 5,726 | 5,726 | 254,322 CHF | 254,826 CHF | 99.01% | 99.01% |
10/07/2024 | 0.22% | 44.35 CHF | 44.40 CHF | 8,570 | 8,570 | 5,758 | 5,758 | 253,588 CHF | 254,098 CHF | 99.86% | 99.86% |
09/07/2024 | 0.22% | 43.50 CHF | 43.55 CHF | 8,690 | 8,690 | 5,887 | 5,887 | 253,603 CHF | 254,123 CHF | 97.62% | 97.62% |
08/07/2024 | 0.23% | 42.15 CHF | 42.20 CHF | 8,970 | 8,970 | 6,060 | 6,060 | 252,293 CHF | 252,830 CHF | 99.46% | 99.46% |
05/07/2024 | 0.23% | 41.70 CHF | 41.75 CHF | 9,050 | 9,050 | 6,002 | 6,002 | 252,460 CHF | 252,991 CHF | 99.66% | 99.66% |
04/07/2024 | 0.36% | 42.00 CHF | 42.15 CHF | 1,800 | 1,800 | 1,780 | 1,780 | 74,798 CHF | 75,065 CHF | 99.16% | 99.16% |
03/07/2024 | 0.24% | 41.35 CHF | 41.40 CHF | 9,140 | 9,140 | 6,270 | 6,270 | 251,826 CHF | 252,381 CHF | 99.57% | 99.57% |
02/07/2024 | 0.24% | 40.20 CHF | 40.25 CHF | 9,350 | 9,350 | 6,179 | 6,179 | 250,083 CHF | 250,632 CHF | 99.07% | 99.07% |