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 | 0.44% | 22.00 CHF | 22.05 CHF | 3,060 | 3,060 | 2,056 | 2,056 | 44,629 CHF | 44,811 CHF | 100.00% | 100.00% |
12/07/2024 | 0.44% | 21.75 CHF | 21.80 CHF | 3,070 | 3,070 | 2,051 | 2,051 | 44,703 CHF | 44,884 CHF | 100.00% | 100.00% |
11/07/2024 | 0.42% | 21.80 CHF | 21.85 CHF | 3,060 | 3,060 | 2,007 | 2,007 | 45,350 CHF | 45,527 CHF | 99.86% | 99.86% |
10/07/2024 | 0.43% | 22.45 CHF | 22.50 CHF | 3,010 | 3,010 | 2,006 | 2,006 | 45,152 CHF | 45,329 CHF | 100.00% | 100.00% |
09/07/2024 | 0.42% | 22.70 CHF | 22.75 CHF | 2,980 | 2,980 | 1,982 | 1,982 | 45,425 CHF | 45,600 CHF | 99.66% | 99.66% |
08/07/2024 | 0.42% | 22.85 CHF | 22.90 CHF | 2,970 | 2,970 | 1,983 | 1,983 | 45,598 CHF | 45,773 CHF | 100.00% | 100.00% |
05/07/2024 | 0.43% | 22.95 CHF | 23.00 CHF | 2,970 | 2,970 | 2,003 | 2,003 | 45,288 CHF | 45,465 CHF | 100.00% | 100.00% |
04/07/2024 | 0.67% | 22.40 CHF | 22.55 CHF | 602 | 602 | 593 | 593 | 13,358 CHF | 13,447 CHF | 99.50% | 99.50% |
03/07/2024 | 0.43% | 22.50 CHF | 22.55 CHF | 3,000 | 3,000 | 2,010 | 2,010 | 45,050 CHF | 45,228 CHF | 99.66% | 99.66% |
02/07/2024 | 0.43% | 22.25 CHF | 22.30 CHF | 3,010 | 3,010 | 2,014 | 2,014 | 44,625 CHF | 44,804 CHF | 99.98% | 99.98% |