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 | 0.77% | 33.80 CHF | 34.06 CHF | 5,901 | 5,869 | 5,902 | 5,881 | 199,114 CHF | 199,934 CHF | 99.98% | 99.98% |
12/07/2024 | 0.76% | 33.74 CHF | 34.00 CHF | 5,927 | 5,880 | 5,940 | 5,894 | 199,983 CHF | 199,936 CHF | 99.97% | 99.97% |
11/07/2024 | 0.75% | 33.63 CHF | 33.88 CHF | 5,947 | 5,903 | 5,943 | 5,620 | 199,983 CHF | 190,558 CHF | 99.94% | 99.94% |
10/07/2024 | 0.75% | 33.59 CHF | 33.84 CHF | 5,954 | 5,451 | 5,985 | 5,872 | 199,988 CHF | 197,647 CHF | 99.98% | 99.98% |
09/07/2024 | 0.75% | 33.10 CHF | 33.35 CHF | 6,042 | 5,995 | 6,040 | 5,992 | 199,986 CHF | 199,921 CHF | 99.98% | 99.98% |
08/07/2024 | 0.75% | 33.15 CHF | 33.40 CHF | 6,033 | 5,958 | 6,036 | 5,970 | 199,985 CHF | 199,305 CHF | 99.97% | 99.97% |
05/07/2024 | 0.75% | 33.08 CHF | 33.33 CHF | 6,013 | 5,959 | 5,985 | 5,934 | 199,100 CHF | 198,905 CHF | 99.97% | 99.97% |
04/07/2024 | 0.75% | 33.45 CHF | 33.70 CHF | 5,951 | 5,820 | 5,962 | 5,829 | 199,315 CHF | 196,316 CHF | 100.00% | 100.00% |
03/07/2024 | 0.75% | 33.25 CHF | 33.50 CHF | 6,015 | 5,970 | 6,029 | 5,984 | 199,984 CHF | 199,985 CHF | 99.99% | 99.99% |
02/07/2024 | 0.75% | 32.98 CHF | 33.23 CHF | 6,033 | 6,018 | 6,006 | 6,044 | 197,238 CHF | 199,984 CHF | 99.99% | 99.99% |