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% | 30.26 CHF | 30.49 CHF | 6,609 | 6,109 | 6,606 | 6,509 | 199,985 CHF | 198,532 CHF | 99.99% | 99.99% |
12/07/2024 | 0.76% | 30.32 CHF | 30.55 CHF | 6,596 | 6,546 | 6,626 | 6,576 | 199,987 CHF | 199,987 CHF | 99.99% | 99.99% |
11/07/2024 | 0.76% | 30.12 CHF | 30.35 CHF | 6,640 | 6,362 | 6,634 | 6,572 | 199,984 CHF | 199,616 CHF | 99.99% | 99.99% |
10/07/2024 | 0.73% | 30.05 CHF | 30.27 CHF | 6,655 | 6,253 | 6,689 | 6,619 | 199,986 CHF | 199,351 CHF | 100.00% | 100.00% |
09/07/2024 | 0.73% | 29.83 CHF | 30.05 CHF | 6,704 | 6,655 | 6,688 | 6,639 | 199,984 CHF | 199,984 CHF | 100.00% | 100.00% |
08/07/2024 | 0.73% | 29.84 CHF | 30.06 CHF | 6,702 | 6,653 | 6,698 | 6,649 | 199,983 CHF | 199,984 CHF | 100.00% | 100.00% |
05/07/2024 | 0.73% | 29.85 CHF | 30.07 CHF | 6,700 | 6,403 | 6,693 | 6,629 | 199,984 CHF | 199,536 CHF | 100.00% | 100.00% |
04/07/2024 | 0.73% | 29.89 CHF | 30.11 CHF | 6,691 | 6,194 | 6,691 | 6,562 | 199,985 CHF | 197,567 CHF | 100.00% | 100.00% |
03/07/2024 | 0.74% | 29.87 CHF | 30.09 CHF | 6,695 | 6,558 | 6,715 | 6,663 | 199,986 CHF | 199,886 CHF | 99.99% | 99.99% |
02/07/2024 | 0.74% | 29.68 CHF | 29.90 CHF | 6,738 | 6,688 | 6,745 | 6,594 | 199,981 CHF | 196,947 CHF | 100.00% | 100.00% |