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 | 0.75% | 35.99 CHF | 36.26 CHF | 5,457 | 11,031 | 5,521 | 11,060 | 198,123 CHF | 399,899 CHF | 99.97% | 99.97% |
12/07/2024 | 0.76% | 35.84 CHF | 36.11 CHF | 5,450 | 11,039 | 5,619 | 11,136 | 199,899 CHF | 399,175 CHF | 99.96% | 99.96% |
11/07/2024 | 0.75% | 35.48 CHF | 35.75 CHF | 5,636 | 11,179 | 5,497 | 10,791 | 196,415 CHF | 388,488 CHF | 99.90% | 99.90% |
10/07/2024 | 0.76% | 35.57 CHF | 35.84 CHF | 5,622 | 11,010 | 5,619 | 11,122 | 199,981 CHF | 398,804 CHF | 100.00% | 100.00% |
09/07/2024 | 0.75% | 35.49 CHF | 35.76 CHF | 5,635 | 11,185 | 5,605 | 10,980 | 199,981 CHF | 394,703 CHF | 99.99% | 99.99% |
08/07/2024 | 0.75% | 35.62 CHF | 35.89 CHF | 5,614 | 10,985 | 5,595 | 10,877 | 199,983 CHF | 391,684 CHF | 99.28% | 99.28% |
05/07/2024 | 0.75% | 35.76 CHF | 36.03 CHF | 5,592 | 11,038 | 5,594 | 10,905 | 199,981 CHF | 392,799 CHF | 99.97% | 99.97% |
04/07/2024 | 0.75% | 35.83 CHF | 36.10 CHF | 5,581 | 10,948 | 5,582 | 10,960 | 199,983 CHF | 395,645 CHF | 99.99% | 99.99% |
03/07/2024 | 0.75% | 35.80 CHF | 36.07 CHF | 5,586 | 10,790 | 5,599 | 10,874 | 199,965 CHF | 391,291 CHF | 99.27% | 99.93% |
02/07/2024 | 0.75% | 35.39 CHF | 35.66 CHF | 5,641 | 5,577 | 5,676 | 5,268 | 199,851 CHF | 186,902 CHF | 99.99% | 99.99% |