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 | 0.24% | 84.80 CHF | 85.00 CHF | 2,100 | 2,100 | 2,100 | 2,100 | 174,819 CHF | 175,239 CHF | 99.99% | 99.99% |
12/07/2024 | 0.25% | 85.60 CHF | 85.80 CHF | 2,100 | 2,100 | 2,100 | 2,100 | 171,051 CHF | 171,471 CHF | 99.99% | 99.99% |
11/07/2024 | 0.28% | 100.00 CHF | 100.30 CHF | 1,600 | 1,600 | 1,600 | 1,600 | 174,453 CHF | 174,934 CHF | 99.97% | 99.97% |
10/07/2024 | 0.18% | 114.30 CHF | 114.50 CHF | 1,700 | 1,700 | 1,700 | 1,700 | 185,980 CHF | 186,320 CHF | 100.00% | 100.00% |
09/07/2024 | 0.22% | 92.30 CHF | 92.50 CHF | 1,800 | 1,800 | 1,800 | 1,800 | 166,526 CHF | 166,886 CHF | 99.98% | 99.98% |
08/07/2024 | 0.25% | 80.30 CHF | 80.50 CHF | 2,200 | 2,200 | 2,200 | 2,200 | 175,944 CHF | 176,384 CHF | 100.00% | 100.00% |
05/07/2024 | 0.25% | 80.80 CHF | 81.00 CHF | 2,100 | 2,100 | 2,100 | 2,100 | 166,516 CHF | 166,936 CHF | 99.92% | 99.92% |
04/07/2024 | 0.25% | 78.90 CHF | 79.10 CHF | 2,100 | 2,100 | 2,100 | 2,100 | 165,550 CHF | 165,970 CHF | 100.00% | 100.00% |
03/07/2024 | 0.28% | 72.40 CHF | 72.60 CHF | 2,300 | 2,300 | 2,300 | 2,300 | 166,322 CHF | 166,782 CHF | 99.98% | 99.98% |
02/07/2024 | 0.33% | 62.50 CHF | 62.70 CHF | 2,600 | 2,600 | 2,600 | 2,600 | 156,575 CHF | 157,095 CHF | 99.98% | 99.98% |