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% | 18.75 CHF | 18.80 CHF | 3,340 | 3,340 | 2,254 | 2,254 | 41,428 CHF | 41,706 CHF | 99.97% | 99.97% |
12/07/2024 | 0.74% | 18.40 CHF | 18.45 CHF | 3,370 | 3,370 | 2,253 | 2,253 | 41,431 CHF | 41,708 CHF | 100.00% | 100.00% |
11/07/2024 | 0.70% | 18.60 CHF | 18.65 CHF | 3,340 | 3,340 | 2,198 | 2,198 | 42,100 CHF | 42,369 CHF | 99.85% | 99.85% |
10/07/2024 | 0.71% | 19.25 CHF | 19.30 CHF | 3,280 | 3,280 | 2,193 | 2,193 | 42,033 CHF | 42,303 CHF | 100.00% | 100.00% |
09/07/2024 | 0.71% | 19.20 CHF | 19.25 CHF | 3,270 | 3,270 | 2,187 | 2,187 | 41,881 CHF | 42,151 CHF | 99.49% | 99.49% |
08/07/2024 | 0.71% | 19.10 CHF | 19.15 CHF | 3,290 | 3,290 | 2,198 | 2,198 | 41,933 CHF | 42,203 CHF | 100.00% | 100.00% |
05/07/2024 | 0.73% | 19.20 CHF | 19.25 CHF | 3,280 | 3,280 | 2,222 | 2,222 | 41,615 CHF | 41,889 CHF | 99.88% | 99.88% |
04/07/2024 | 1.08% | 18.55 CHF | 18.75 CHF | 668 | 668 | 661 | 661 | 12,229 CHF | 12,361 CHF | 99.08% | 99.08% |
03/07/2024 | 0.73% | 18.45 CHF | 18.50 CHF | 3,350 | 3,350 | 2,239 | 2,239 | 41,250 CHF | 41,525 CHF | 99.63% | 99.63% |
02/07/2024 | 0.75% | 18.20 CHF | 18.25 CHF | 3,360 | 3,360 | 2,258 | 2,258 | 40,620 CHF | 40,898 CHF | 99.81% | 99.81% |