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 | 0.74% | 18.65 CHF | 18.70 CHF | 3,340 | 3,340 | 2,254 | 2,254 | 41,268 CHF | 41,545 CHF | 99.99% | 99.99% |
12/07/2024 | 0.74% | 18.35 CHF | 18.40 CHF | 3,370 | 3,370 | 2,253 | 2,253 | 41,283 CHF | 41,559 CHF | 100.00% | 100.00% |
11/07/2024 | 0.71% | 18.50 CHF | 18.55 CHF | 3,340 | 3,340 | 2,197 | 2,197 | 41,932 CHF | 42,202 CHF | 99.82% | 99.82% |
10/07/2024 | 0.71% | 19.15 CHF | 19.20 CHF | 3,270 | 3,270 | 2,190 | 2,190 | 41,831 CHF | 42,100 CHF | 99.79% | 99.79% |
09/07/2024 | 0.71% | 19.15 CHF | 19.20 CHF | 3,270 | 3,270 | 2,189 | 2,189 | 41,754 CHF | 42,024 CHF | 99.66% | 99.66% |
08/07/2024 | 0.71% | 19.05 CHF | 19.10 CHF | 3,290 | 3,290 | 2,198 | 2,198 | 41,784 CHF | 42,054 CHF | 100.00% | 100.00% |
05/07/2024 | 0.73% | 19.15 CHF | 19.20 CHF | 3,280 | 3,280 | 2,223 | 2,223 | 41,482 CHF | 41,756 CHF | 99.94% | 99.94% |
04/07/2024 | 1.09% | 18.45 CHF | 18.65 CHF | 668 | 668 | 662 | 662 | 12,193 CHF | 12,326 CHF | 99.08% | 99.08% |
03/07/2024 | 0.74% | 18.40 CHF | 18.45 CHF | 3,350 | 3,350 | 2,240 | 2,240 | 41,099 CHF | 41,373 CHF | 99.66% | 99.66% |
02/07/2024 | 0.76% | 18.10 CHF | 18.15 CHF | 3,360 | 3,360 | 2,258 | 2,258 | 40,483 CHF | 40,761 CHF | 99.84% | 99.84% |