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 | 0.25% | 60.70 CHF | 60.80 CHF | 6,500 | 6,500 | 2,985 | 2,985 | 180,693 CHF | 181,096 CHF | 97.76% | 97.76% |
12/07/2024 | 0.27% | 62.00 CHF | 62.10 CHF | 6,800 | 6,800 | 3,103 | 3,103 | 180,624 CHF | 181,047 CHF | 99.98% | 99.98% |
11/07/2024 | 0.25% | 61.90 CHF | 62.00 CHF | 5,600 | 5,600 | 2,435 | 2,435 | 170,396 CHF | 170,764 CHF | 99.51% | 99.51% |
10/07/2024 | 0.26% | 70.10 CHF | 70.20 CHF | 5,500 | 5,500 | 2,606 | 2,606 | 179,836 CHF | 180,234 CHF | 99.99% | 99.99% |
09/07/2024 | 0.25% | 66.00 CHF | 66.10 CHF | 6,400 | 6,400 | 2,945 | 2,945 | 189,893 CHF | 190,294 CHF | 99.70% | 99.70% |
08/07/2024 | 0.28% | 59.10 CHF | 59.20 CHF | 6,800 | 6,800 | 3,105 | 3,105 | 179,066 CHF | 179,489 CHF | 100.00% | 100.00% |
05/07/2024 | 0.26% | 57.10 CHF | 57.20 CHF | 6,400 | 6,400 | 2,861 | 2,861 | 167,780 CHF | 168,168 CHF | 99.28% | 99.28% |
04/07/2024 | 0.26% | 58.70 CHF | 58.80 CHF | 1,900 | 1,900 | 1,898 | 1,898 | 111,007 CHF | 111,297 CHF | 98.10% | 98.10% |
03/07/2024 | 0.20% | 55.40 CHF | 55.50 CHF | 7,200 | 7,200 | 3,515 | 3,515 | 176,307 CHF | 176,612 CHF | 98.60% | 98.60% |
02/07/2024 | 0.30% | 49.75 CHF | 49.85 CHF | 7,400 | 7,400 | 3,315 | 3,315 | 168,267 CHF | 168,716 CHF | 99.95% | 99.95% |