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 | 0.79% | 25.00 CHF | 25.20 CHF | 1,610 | 1,610 | 1,586 | 1,586 | 40,205 CHF | 40,522 CHF | 99.96% | 99.96% |
12/07/2024 | 0.80% | 25.20 CHF | 25.40 CHF | 1,650 | 1,650 | 1,635 | 1,635 | 40,968 CHF | 41,296 CHF | 99.97% | 99.97% |
11/07/2024 | 0.83% | 24.50 CHF | 24.70 CHF | 1,690 | 1,690 | 1,678 | 1,678 | 40,880 CHF | 41,216 CHF | 99.82% | 99.82% |
10/07/2024 | 0.88% | 23.55 CHF | 23.75 CHF | 1,790 | 1,790 | 1,781 | 1,781 | 40,876 CHF | 41,232 CHF | 100.00% | 100.00% |
09/07/2024 | 0.91% | 22.25 CHF | 22.45 CHF | 1,770 | 1,770 | 1,756 | 1,756 | 38,912 CHF | 39,264 CHF | 99.52% | 99.52% |
08/07/2024 | 0.87% | 23.00 CHF | 23.20 CHF | 1,770 | 1,770 | 1,754 | 1,754 | 40,555 CHF | 40,906 CHF | 99.96% | 99.96% |
05/07/2024 | 0.88% | 22.70 CHF | 22.90 CHF | 1,760 | 1,760 | 1,740 | 1,740 | 39,941 CHF | 40,289 CHF | 99.87% | 99.87% |
04/07/2024 | 0.86% | 23.35 CHF | 23.55 CHF | 1,750 | 1,750 | 1,735 | 1,735 | 40,682 CHF | 41,029 CHF | 100.00% | 100.00% |
03/07/2024 | 0.89% | 23.15 CHF | 23.35 CHF | 1,820 | 1,820 | 1,812 | 1,812 | 40,813 CHF | 41,176 CHF | 99.92% | 99.92% |
02/07/2024 | 0.96% | 21.70 CHF | 21.90 CHF | 1,840 | 1,840 | 1,840 | 1,840 | 38,566 CHF | 38,934 CHF | 99.74% | 99.74% |