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 | 0.50% | 19.40 CHF | 19.45 CHF | 3,060 | 3,060 | 2,056 | 2,056 | 39,333 CHF | 39,515 CHF | 99.98% | 99.98% |
12/07/2024 | 0.50% | 19.20 CHF | 19.25 CHF | 3,070 | 3,070 | 2,051 | 2,051 | 39,407 CHF | 39,588 CHF | 100.00% | 100.00% |
11/07/2024 | 0.48% | 19.20 CHF | 19.25 CHF | 3,060 | 3,060 | 2,004 | 2,004 | 40,122 CHF | 40,299 CHF | 99.64% | 99.64% |
10/07/2024 | 0.48% | 19.85 CHF | 19.90 CHF | 3,010 | 3,010 | 2,004 | 2,004 | 39,924 CHF | 40,102 CHF | 99.80% | 99.80% |
09/07/2024 | 0.47% | 20.10 CHF | 20.15 CHF | 2,980 | 2,980 | 1,982 | 1,982 | 40,316 CHF | 40,492 CHF | 99.66% | 99.66% |
08/07/2024 | 0.47% | 20.30 CHF | 20.35 CHF | 2,970 | 2,970 | 1,983 | 1,983 | 40,483 CHF | 40,658 CHF | 99.90% | 99.90% |
05/07/2024 | 0.48% | 20.35 CHF | 20.40 CHF | 2,970 | 2,970 | 1,999 | 1,999 | 40,045 CHF | 40,222 CHF | 99.66% | 99.66% |
04/07/2024 | 0.76% | 19.80 CHF | 19.95 CHF | 602 | 602 | 593 | 593 | 11,824 CHF | 11,913 CHF | 99.50% | 99.50% |
03/07/2024 | 0.48% | 19.90 CHF | 19.95 CHF | 3,000 | 3,000 | 2,009 | 2,009 | 39,833 CHF | 40,011 CHF | 99.65% | 99.65% |
02/07/2024 | 0.49% | 19.65 CHF | 19.70 CHF | 3,010 | 3,010 | 2,013 | 2,013 | 39,381 CHF | 39,559 CHF | 99.83% | 99.83% |