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 | 0.47% | 20.55 CHF | 20.60 CHF | 3,060 | 3,060 | 2,055 | 2,055 | 41,737 CHF | 41,919 CHF | 99.96% | 99.96% |
12/07/2024 | 0.47% | 20.35 CHF | 20.40 CHF | 3,070 | 3,070 | 2,051 | 2,051 | 41,817 CHF | 41,998 CHF | 100.00% | 100.00% |
11/07/2024 | 0.45% | 20.40 CHF | 20.45 CHF | 3,060 | 3,060 | 2,006 | 2,006 | 42,506 CHF | 42,683 CHF | 99.86% | 99.86% |
10/07/2024 | 0.46% | 21.00 CHF | 21.05 CHF | 3,010 | 3,010 | 2,004 | 2,004 | 42,294 CHF | 42,471 CHF | 99.81% | 99.81% |
09/07/2024 | 0.45% | 21.25 CHF | 21.30 CHF | 2,980 | 2,980 | 1,982 | 1,982 | 42,634 CHF | 42,809 CHF | 99.66% | 99.66% |
08/07/2024 | 0.44% | 21.45 CHF | 21.50 CHF | 2,970 | 2,970 | 1,984 | 1,984 | 42,821 CHF | 42,997 CHF | 100.00% | 100.00% |
05/07/2024 | 0.46% | 21.55 CHF | 21.60 CHF | 2,970 | 2,970 | 2,000 | 2,000 | 42,384 CHF | 42,562 CHF | 99.68% | 99.68% |
04/07/2024 | 0.72% | 21.00 CHF | 21.15 CHF | 602 | 602 | 593 | 593 | 12,517 CHF | 12,606 CHF | 99.50% | 99.50% |
03/07/2024 | 0.46% | 21.10 CHF | 21.15 CHF | 3,000 | 3,000 | 2,009 | 2,009 | 42,202 CHF | 42,380 CHF | 99.66% | 99.66% |
02/07/2024 | 0.47% | 20.85 CHF | 20.90 CHF | 3,010 | 3,010 | 2,010 | 2,010 | 41,686 CHF | 41,865 CHF | 99.53% | 99.53% |