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 | 0.18% | 27.15 CHF | 27.20 CHF | 9,100 | 9,100 | 9,078 | 9,078 | 250,834 CHF | 251,288 CHF | 100.00% | 100.00% |
12/07/2024 | 0.18% | 29.15 CHF | 29.20 CHF | 9,900 | 9,900 | 9,942 | 9,942 | 265,171 CHF | 265,659 CHF | 99.99% | 99.99% |
11/07/2024 | 0.16% | 25.67 CHF | 25.71 CHF | 10,600 | 10,600 | 10,554 | 10,554 | 262,411 CHF | 262,833 CHF | 99.89% | 99.89% |
10/07/2024 | 0.17% | 24.49 CHF | 24.53 CHF | 11,200 | 11,200 | 11,314 | 11,314 | 266,616 CHF | 267,069 CHF | 99.99% | 99.99% |
09/07/2024 | 0.17% | 22.42 CHF | 22.46 CHF | 10,800 | 10,800 | 10,509 | 10,509 | 248,369 CHF | 248,789 CHF | 99.70% | 99.70% |
08/07/2024 | 0.16% | 25.05 CHF | 25.09 CHF | 10,400 | 10,400 | 10,357 | 10,357 | 262,287 CHF | 262,702 CHF | 99.23% | 99.23% |
05/07/2024 | 0.18% | 25.04 CHF | 25.08 CHF | 10,400 | 10,400 | 10,196 | 10,196 | 265,950 CHF | 266,438 CHF | 99.97% | 99.97% |
04/07/2024 | 0.16% | 25.27 CHF | 25.31 CHF | 10,500 | 10,500 | 10,457 | 10,457 | 261,130 CHF | 261,548 CHF | 99.55% | 99.55% |
03/07/2024 | 0.16% | 24.91 CHF | 24.95 CHF | 10,800 | 10,800 | 10,825 | 10,825 | 263,515 CHF | 263,948 CHF | 100.00% | 100.00% |
02/07/2024 | 0.17% | 23.78 CHF | 23.82 CHF | 10,600 | 10,600 | 10,556 | 10,556 | 251,489 CHF | 251,911 CHF | 99.92% | 99.92% |