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% | 66.89 CHF | 67.40 CHF | 2,989 | 2,967 | 2,950 | 2,928 | 199,966 CHF | 199,970 CHF | 100.00% | 100.00% |
12/07/2024 | 0.74% | 68.93 CHF | 69.45 CHF | 2,901 | 2,879 | 2,922 | 2,900 | 199,963 CHF | 199,968 CHF | 99.99% | 99.99% |
11/07/2024 | 0.75% | 67.92 CHF | 68.43 CHF | 2,944 | 2,922 | 3,008 | 2,985 | 199,966 CHF | 199,962 CHF | 100.00% | 100.00% |
10/07/2024 | 0.75% | 65.68 CHF | 66.17 CHF | 2,945 | 3,022 | 3,055 | 3,049 | 198,829 CHF | 199,970 CHF | 99.99% | 99.99% |
09/07/2024 | 0.75% | 64.99 CHF | 65.48 CHF | 3,077 | 3,054 | 3,070 | 3,047 | 199,964 CHF | 199,962 CHF | 100.00% | 100.00% |
08/07/2024 | 0.75% | 65.53 CHF | 66.02 CHF | 3,052 | 3,029 | 3,074 | 3,051 | 199,965 CHF | 199,963 CHF | 100.00% | 100.00% |
05/07/2024 | 0.74% | 65.39 CHF | 65.88 CHF | 3,058 | 3,035 | 3,051 | 3,029 | 199,963 CHF | 199,964 CHF | 100.00% | 100.00% |
04/07/2024 | 0.75% | 65.31 CHF | 65.80 CHF | 3,062 | 3,039 | 3,065 | 3,042 | 199,976 CHF | 199,971 CHF | 99.99% | 99.99% |
03/07/2024 | 0.75% | 64.29 CHF | 64.78 CHF | 3,110 | 3,087 | 3,124 | 3,101 | 199,959 CHF | 199,973 CHF | 100.00% | 100.00% |
02/07/2024 | 0.75% | 64.52 CHF | 65.01 CHF | 3,099 | 3,076 | 3,122 | 3,099 | 199,969 CHF | 199,967 CHF | 99.99% | 99.99% |