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 | 0.30% | 18.03 CHF | 18.06 CHF | 8,500 | 8,500 | 3,877 | 3,877 | 64,596 CHF | 64,756 CHF | 98.60% | 98.60% |
12/07/2024 | 0.32% | 18.31 CHF | 18.34 CHF | 6,800 | 6,800 | 2,999 | 2,999 | 55,272 CHF | 55,419 CHF | 97.40% | 97.40% |
11/07/2024 | 0.37% | 24.89 CHF | 24.94 CHF | 4,600 | 4,600 | 2,084 | 2,084 | 61,594 CHF | 61,785 CHF | 99.80% | 99.80% |
10/07/2024 | 0.38% | 29.90 CHF | 29.95 CHF | 4,800 | 4,800 | 2,171 | 2,171 | 65,729 CHF | 65,925 CHF | 99.85% | 99.85% |
09/07/2024 | 0.38% | 30.20 CHF | 30.25 CHF | 4,900 | 4,900 | 2,243 | 2,243 | 68,935 CHF | 69,140 CHF | 100.00% | 100.00% |
08/07/2024 | 0.33% | 29.85 CHF | 29.90 CHF | 4,200 | 4,200 | 1,885 | 1,885 | 62,494 CHF | 62,666 CHF | 100.00% | 100.00% |
05/07/2024 | 0.30% | 32.00 CHF | 32.05 CHF | 5,800 | 5,800 | 2,725 | 2,725 | 72,083 CHF | 72,256 CHF | 98.17% | 98.17% |
04/07/2024 | 0.32% | 24.78 CHF | 24.84 CHF | 2,500 | 2,500 | 2,021 | 2,021 | 48,685 CHF | 48,832 CHF | 99.68% | 99.68% |
03/07/2024 | 0.32% | 23.49 CHF | 23.53 CHF | 6,100 | 6,100 | 2,772 | 2,772 | 66,099 CHF | 66,262 CHF | 96.93% | 96.93% |
02/07/2024 | 0.31% | 21.88 CHF | 21.92 CHF | 6,500 | 6,500 | 2,949 | 2,949 | 62,606 CHF | 62,767 CHF | 99.85% | 99.85% |