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 | 0.77% | 18.05 CHF | 18.10 CHF | 3,340 | 3,340 | 2,254 | 2,254 | 39,949 CHF | 40,227 CHF | 99.93% | 99.93% |
12/07/2024 | 0.76% | 17.75 CHF | 17.80 CHF | 3,370 | 3,370 | 2,253 | 2,253 | 39,962 CHF | 40,238 CHF | 100.00% | 100.00% |
11/07/2024 | 0.73% | 17.90 CHF | 17.95 CHF | 3,340 | 3,340 | 2,198 | 2,198 | 40,668 CHF | 40,938 CHF | 99.88% | 99.88% |
10/07/2024 | 0.73% | 18.55 CHF | 18.60 CHF | 3,280 | 3,280 | 2,193 | 2,193 | 40,591 CHF | 40,860 CHF | 100.00% | 100.00% |
09/07/2024 | 0.74% | 18.55 CHF | 18.60 CHF | 3,270 | 3,270 | 2,188 | 2,188 | 40,465 CHF | 40,735 CHF | 99.66% | 99.66% |
08/07/2024 | 0.73% | 18.45 CHF | 18.50 CHF | 3,290 | 3,290 | 2,198 | 2,198 | 40,501 CHF | 40,771 CHF | 100.00% | 100.00% |
05/07/2024 | 0.76% | 18.55 CHF | 18.60 CHF | 3,280 | 3,280 | 2,222 | 2,222 | 40,154 CHF | 40,428 CHF | 99.85% | 99.85% |
04/07/2024 | 1.12% | 17.85 CHF | 18.05 CHF | 668 | 668 | 661 | 661 | 11,796 CHF | 11,928 CHF | 99.08% | 99.08% |
03/07/2024 | 0.76% | 17.80 CHF | 17.85 CHF | 3,350 | 3,350 | 2,239 | 2,239 | 39,766 CHF | 40,041 CHF | 99.58% | 99.58% |
02/07/2024 | 0.78% | 17.55 CHF | 17.60 CHF | 3,360 | 3,360 | 2,260 | 2,260 | 39,174 CHF | 39,452 CHF | 100.00% | 100.00% |