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 | 0.17% | 24.30 CHF | 24.34 CHF | 9,400 | 9,400 | 9,400 | 9,400 | 225,432 CHF | 225,808 CHF | 99.99% | 99.99% |
12/07/2024 | 0.17% | 24.44 CHF | 24.48 CHF | 9,400 | 9,400 | 9,400 | 9,400 | 221,874 CHF | 222,250 CHF | 99.98% | 99.98% |
11/07/2024 | 0.18% | 26.75 CHF | 26.80 CHF | 7,800 | 7,800 | 7,800 | 7,800 | 219,684 CHF | 220,074 CHF | 100.00% | 100.00% |
10/07/2024 | 0.18% | 29.00 CHF | 29.05 CHF | 8,300 | 8,300 | 8,300 | 8,300 | 233,724 CHF | 234,139 CHF | 100.00% | 100.00% |
09/07/2024 | 0.18% | 25.14 CHF | 25.18 CHF | 8,600 | 8,600 | 8,600 | 8,600 | 216,618 CHF | 217,016 CHF | 99.99% | 99.99% |
08/07/2024 | 0.18% | 22.85 CHF | 22.89 CHF | 9,800 | 9,800 | 9,800 | 9,800 | 223,063 CHF | 223,455 CHF | 100.00% | 100.00% |
05/07/2024 | 0.18% | 22.92 CHF | 22.96 CHF | 9,600 | 9,600 | 9,600 | 9,600 | 217,387 CHF | 217,771 CHF | 99.92% | 99.92% |
04/07/2024 | 0.18% | 22.58 CHF | 22.62 CHF | 9,600 | 9,600 | 9,600 | 9,600 | 216,574 CHF | 216,958 CHF | 100.00% | 100.00% |
03/07/2024 | 0.19% | 21.30 CHF | 21.34 CHF | 10,100 | 10,100 | 10,100 | 10,100 | 214,917 CHF | 215,321 CHF | 99.98% | 99.98% |
02/07/2024 | 0.21% | 19.29 CHF | 19.33 CHF | 11,000 | 11,000 | 11,000 | 11,000 | 207,176 CHF | 207,616 CHF | 99.98% | 99.98% |