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 | 0.76% | 18.15 CHF | 18.20 CHF | 3,340 | 3,340 | 2,254 | 2,254 | 40,118 CHF | 40,396 CHF | 99.97% | 99.97% |
12/07/2024 | 0.76% | 17.85 CHF | 17.90 CHF | 3,370 | 3,370 | 2,253 | 2,253 | 40,132 CHF | 40,409 CHF | 100.00% | 100.00% |
11/07/2024 | 0.72% | 18.00 CHF | 18.05 CHF | 3,340 | 3,340 | 2,197 | 2,197 | 40,808 CHF | 41,077 CHF | 99.80% | 99.80% |
10/07/2024 | 0.73% | 18.65 CHF | 18.70 CHF | 3,270 | 3,270 | 2,192 | 2,192 | 40,745 CHF | 41,015 CHF | 99.90% | 99.90% |
09/07/2024 | 0.73% | 18.65 CHF | 18.70 CHF | 3,270 | 3,270 | 2,187 | 2,187 | 40,604 CHF | 40,874 CHF | 99.46% | 99.46% |
08/07/2024 | 0.73% | 18.50 CHF | 18.55 CHF | 3,290 | 3,290 | 2,198 | 2,198 | 40,665 CHF | 40,935 CHF | 100.00% | 100.00% |
05/07/2024 | 0.75% | 18.65 CHF | 18.70 CHF | 3,280 | 3,280 | 2,224 | 2,224 | 40,368 CHF | 40,642 CHF | 100.00% | 100.00% |
04/07/2024 | 1.12% | 17.95 CHF | 18.15 CHF | 668 | 668 | 662 | 662 | 11,854 CHF | 11,986 CHF | 99.08% | 99.08% |
03/07/2024 | 0.76% | 17.90 CHF | 17.95 CHF | 3,350 | 3,350 | 2,240 | 2,240 | 39,958 CHF | 40,233 CHF | 99.66% | 99.66% |
02/07/2024 | 0.78% | 17.60 CHF | 17.65 CHF | 3,360 | 3,360 | 2,257 | 2,257 | 39,302 CHF | 39,580 CHF | 99.75% | 99.75% |