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 | 0.20% | 41.55 CHF | 41.60 CHF | 6,400 | 6,400 | 2,904 | 2,904 | 116,064 CHF | 116,252 CHF | 99.56% | 99.56% |
12/07/2024 | 0.21% | 41.60 CHF | 41.65 CHF | 5,900 | 5,900 | 2,642 | 2,642 | 110,400 CHF | 110,599 CHF | 98.41% | 98.41% |
11/07/2024 | 0.28% | 47.70 CHF | 47.75 CHF | 4,900 | 4,900 | 2,242 | 2,242 | 115,549 CHF | 115,804 CHF | 99.92% | 99.92% |
10/07/2024 | 0.30% | 51.90 CHF | 52.00 CHF | 5,000 | 5,000 | 2,265 | 2,265 | 118,144 CHF | 118,440 CHF | 99.99% | 99.99% |
09/07/2024 | 0.30% | 52.10 CHF | 52.20 CHF | 5,000 | 5,000 | 2,265 | 2,265 | 119,012 CHF | 119,308 CHF | 100.00% | 100.00% |
08/07/2024 | 0.28% | 51.70 CHF | 51.80 CHF | 4,700 | 4,700 | 2,114 | 2,114 | 114,693 CHF | 114,969 CHF | 99.89% | 99.89% |
05/07/2024 | 0.20% | 53.00 CHF | 53.10 CHF | 5,500 | 5,500 | 2,558 | 2,558 | 122,412 CHF | 122,622 CHF | 99.14% | 99.14% |
04/07/2024 | 0.22% | 46.30 CHF | 46.40 CHF | 2,300 | 2,300 | 1,874 | 1,874 | 85,639 CHF | 85,827 CHF | 99.90% | 99.90% |
03/07/2024 | 0.21% | 45.10 CHF | 45.15 CHF | 5,800 | 5,800 | 2,606 | 2,606 | 118,521 CHF | 118,717 CHF | 96.93% | 96.93% |
02/07/2024 | 0.21% | 43.65 CHF | 43.70 CHF | 5,900 | 5,900 | 2,663 | 2,663 | 114,542 CHF | 114,745 CHF | 99.98% | 99.98% |