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 | 0.44% | 25.25 CHF | 25.30 CHF | 6,500 | 6,500 | 2,810 | 2,810 | 71,330 CHF | 71,575 CHF | 99.36% | 99.36% |
12/07/2024 | 0.45% | 25.14 CHF | 25.19 CHF | 7,000 | 7,000 | 3,027 | 3,027 | 71,547 CHF | 71,795 CHF | 100.00% | 100.00% |
11/07/2024 | 0.53% | 24.29 CHF | 24.34 CHF | 6,100 | 6,100 | 2,539 | 2,539 | 67,031 CHF | 67,309 CHF | 99.92% | 99.92% |
10/07/2024 | 0.45% | 26.64 CHF | 26.69 CHF | 6,700 | 6,700 | 2,835 | 2,835 | 72,636 CHF | 72,882 CHF | 99.99% | 99.99% |
09/07/2024 | 0.45% | 25.08 CHF | 25.13 CHF | 6,700 | 6,700 | 2,913 | 2,913 | 73,268 CHF | 73,523 CHF | 99.63% | 99.63% |
08/07/2024 | 0.46% | 24.76 CHF | 24.81 CHF | 6,700 | 6,700 | 2,869 | 2,869 | 70,360 CHF | 70,609 CHF | 99.86% | 99.86% |
05/07/2024 | 0.52% | 24.05 CHF | 24.11 CHF | 5,900 | 5,900 | 2,475 | 2,475 | 65,817 CHF | 66,097 CHF | 99.64% | 99.64% |
04/07/2024 | 0.53% | 29.05 CHF | 29.15 CHF | 1,700 | 1,700 | 1,593 | 1,593 | 45,712 CHF | 45,951 CHF | 98.99% | 98.99% |
03/07/2024 | 0.45% | 27.25 CHF | 27.30 CHF | 6,200 | 6,200 | 2,678 | 2,678 | 69,629 CHF | 69,870 CHF | 99.57% | 99.57% |
02/07/2024 | 0.46% | 24.68 CHF | 24.73 CHF | 6,600 | 6,600 | 2,812 | 2,812 | 67,685 CHF | 67,929 CHF | 98.80% | 98.80% |