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 | 0.74% | 25.62 CHF | 25.81 CHF | 7,688 | 7,748 | 7,686 | 7,709 | 197,925 CHF | 199,988 CHF | 99.99% | 99.99% |
12/07/2024 | 0.74% | 25.83 CHF | 26.02 CHF | 7,643 | 7,686 | 7,694 | 7,718 | 197,919 CHF | 199,988 CHF | 99.97% | 99.97% |
11/07/2024 | 0.74% | 25.73 CHF | 25.92 CHF | 7,773 | 7,716 | 7,787 | 7,729 | 199,996 CHF | 199,983 CHF | 99.97% | 99.97% |
10/07/2024 | 0.74% | 25.64 CHF | 25.83 CHF | 7,800 | 7,742 | 7,817 | 7,759 | 199,985 CHF | 199,977 CHF | 100.00% | 100.00% |
09/07/2024 | 0.74% | 25.54 CHF | 25.73 CHF | 7,755 | 7,748 | 7,730 | 7,745 | 198,106 CHF | 199,977 CHF | 100.00% | 100.00% |
08/07/2024 | 0.74% | 25.54 CHF | 25.73 CHF | 7,830 | 7,666 | 7,823 | 7,662 | 199,984 CHF | 197,337 CHF | 99.99% | 99.99% |
05/07/2024 | 0.74% | 25.48 CHF | 25.67 CHF | 7,554 | 7,791 | 7,803 | 7,770 | 199,341 CHF | 199,984 CHF | 100.00% | 100.00% |
04/07/2024 | 0.74% | 25.55 CHF | 25.74 CHF | 7,827 | 7,576 | 7,832 | 7,583 | 199,982 CHF | 195,067 CHF | 100.00% | 100.00% |
03/07/2024 | 0.75% | 25.41 CHF | 25.60 CHF | 7,520 | 7,812 | 7,595 | 7,822 | 192,727 CHF | 199,982 CHF | 99.99% | 99.99% |
02/07/2024 | 0.75% | 25.27 CHF | 25.46 CHF | 7,914 | 7,855 | 7,940 | 7,853 | 199,985 CHF | 199,273 CHF | 100.00% | 100.00% |