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 | 0.88% | 29.10 CHF | 29.35 CHF | 5,200 | 5,200 | 5,200 | 5,200 | 147,456 CHF | 148,753 CHF | 99.09% | 99.09% |
12/07/2024 | 0.85% | 30.40 CHF | 30.65 CHF | 5,500 | 5,500 | 5,500 | 5,500 | 161,120 CHF | 162,495 CHF | 100.00% | 100.00% |
11/07/2024 | 0.87% | 28.30 CHF | 28.55 CHF | 5,500 | 5,500 | 5,500 | 5,500 | 157,654 CHF | 159,028 CHF | 99.99% | 99.99% |
10/07/2024 | 0.76% | 27.45 CHF | 27.65 CHF | 6,200 | 6,200 | 6,200 | 6,200 | 163,410 CHF | 164,650 CHF | 100.00% | 100.00% |
09/07/2024 | 0.93% | 23.50 CHF | 23.73 CHF | 5,500 | 5,500 | 5,500 | 5,500 | 137,723 CHF | 139,004 CHF | 100.00% | 100.00% |
08/07/2024 | 0.81% | 28.75 CHF | 29.00 CHF | 5,400 | 5,400 | 5,400 | 5,400 | 166,703 CHF | 168,053 CHF | 99.99% | 99.99% |
05/07/2024 | 0.85% | 28.10 CHF | 28.35 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 146,912 CHF | 148,162 CHF | 100.00% | 100.00% |
04/07/2024 | 0.81% | 31.45 CHF | 31.70 CHF | 5,700 | 5,700 | 5,700 | 5,700 | 176,223 CHF | 177,648 CHF | 100.00% | 100.00% |
03/07/2024 | 0.73% | 27.25 CHF | 27.45 CHF | 6,700 | 6,700 | 6,700 | 6,700 | 180,654 CHF | 181,976 CHF | 100.00% | 100.00% |
02/07/2024 | 0.94% | 22.54 CHF | 22.75 CHF | 5,900 | 5,900 | 5,900 | 5,900 | 131,535 CHF | 132,774 CHF | 99.97% | 99.97% |