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 | 0.31% | 18.32 CHF | 18.34 CHF | 7,200 | 7,200 | 4,162 | 4,162 | 72,935 CHF | 73,124 CHF | 95.93% | 95.93% |
12/07/2024 | 0.30% | 17.67 CHF | 17.69 CHF | 7,300 | 7,300 | 3,989 | 3,989 | 70,674 CHF | 70,857 CHF | 99.20% | 99.20% |
11/07/2024 | 0.31% | 17.79 CHF | 17.81 CHF | 6,000 | 6,000 | 3,123 | 3,123 | 65,095 CHF | 65,268 CHF | 99.19% | 99.19% |
10/07/2024 | 0.29% | 20.14 CHF | 20.16 CHF | 6,400 | 6,400 | 3,492 | 3,492 | 71,995 CHF | 72,169 CHF | 99.99% | 99.99% |
09/07/2024 | 0.30% | 21.36 CHF | 21.38 CHF | 5,700 | 5,700 | 3,151 | 3,151 | 70,640 CHF | 70,815 CHF | 99.98% | 99.98% |
08/07/2024 | 0.31% | 22.25 CHF | 22.27 CHF | 5,600 | 5,600 | 3,087 | 3,087 | 70,683 CHF | 70,868 CHF | 99.92% | 99.92% |
05/07/2024 | 0.31% | 22.62 CHF | 22.64 CHF | 6,100 | 6,100 | 3,422 | 3,422 | 73,354 CHF | 73,540 CHF | 93.31% | 93.31% |
04/07/2024 | 0.34% | 20.48 CHF | 20.53 CHF | 3,100 | 3,100 | 2,786 | 2,786 | 58,304 CHF | 58,496 CHF | 97.89% | 97.89% |
03/07/2024 | 0.32% | 20.60 CHF | 20.62 CHF | 6,300 | 6,300 | 3,515 | 3,515 | 71,078 CHF | 71,262 CHF | 96.01% | 96.01% |
02/07/2024 | 0.31% | 19.54 CHF | 19.56 CHF | 6,500 | 6,500 | 3,598 | 3,598 | 69,109 CHF | 69,289 CHF | 99.35% | 99.35% |