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% | 40.49 CHF | 40.80 CHF | 7,409 | 7,348 | 7,416 | 7,298 | 299,980 CHF | 297,452 CHF | 99.95% | 99.95% |
12/07/2024 | 0.75% | 40.61 CHF | 40.92 CHF | 7,387 | 7,038 | 7,414 | 7,330 | 296,676 CHF | 295,489 CHF | 99.99% | 99.99% |
11/07/2024 | 0.75% | 40.58 CHF | 40.89 CHF | 7,392 | 6,967 | 7,314 | 6,987 | 299,459 CHF | 288,266 CHF | 99.92% | 99.92% |
10/07/2024 | 0.75% | 40.56 CHF | 40.87 CHF | 7,396 | 7,140 | 7,426 | 7,277 | 298,606 CHF | 294,773 CHF | 99.98% | 99.98% |
09/07/2024 | 0.74% | 39.79 CHF | 40.09 CHF | 7,539 | 7,177 | 7,462 | 7,277 | 299,814 CHF | 294,549 CHF | 99.98% | 99.98% |
08/07/2024 | 0.75% | 39.84 CHF | 40.14 CHF | 7,530 | 6,968 | 7,570 | 7,158 | 299,981 CHF | 285,789 CHF | 99.99% | 99.99% |
05/07/2024 | 0.76% | 39.50 CHF | 39.80 CHF | 7,554 | 7,355 | 7,556 | 7,366 | 298,969 CHF | 293,647 CHF | 99.98% | 99.98% |
04/07/2024 | 0.76% | 39.28 CHF | 39.58 CHF | 7,637 | 7,579 | 7,644 | 7,383 | 299,988 CHF | 291,961 CHF | 100.00% | 100.00% |
03/07/2024 | 0.77% | 39.05 CHF | 39.35 CHF | 7,483 | 7,609 | 7,686 | 7,512 | 299,285 CHF | 294,751 CHF | 99.98% | 99.98% |
02/07/2024 | 0.74% | 38.33 CHF | 38.62 CHF | 7,812 | 7,659 | 7,879 | 7,754 | 299,720 CHF | 297,136 CHF | 99.97% | 99.97% |