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 | 0.29% | 33.35 CHF | 33.45 CHF | 4,900 | 4,900 | 4,770 | 4,770 | 163,487 CHF | 163,964 CHF | 99.99% | 99.99% |
12/07/2024 | 0.31% | 34.05 CHF | 34.15 CHF | 5,200 | 5,200 | 5,200 | 5,200 | 168,376 CHF | 168,896 CHF | 100.00% | 100.00% |
11/07/2024 | 0.32% | 31.45 CHF | 31.55 CHF | 5,300 | 5,300 | 5,300 | 5,300 | 164,331 CHF | 164,861 CHF | 99.81% | 99.81% |
10/07/2024 | 0.34% | 30.25 CHF | 30.35 CHF | 5,400 | 5,400 | 5,400 | 5,400 | 158,200 CHF | 158,740 CHF | 99.13% | 99.13% |
09/07/2024 | 0.33% | 29.20 CHF | 29.30 CHF | 5,400 | 5,400 | 5,399 | 5,399 | 161,417 CHF | 161,957 CHF | 99.74% | 99.74% |
08/07/2024 | 0.34% | 29.90 CHF | 30.00 CHF | 5,500 | 5,500 | 5,500 | 5,500 | 162,860 CHF | 163,410 CHF | 99.98% | 99.98% |
05/07/2024 | 0.33% | 29.10 CHF | 29.20 CHF | 5,200 | 5,200 | 5,200 | 5,200 | 159,166 CHF | 159,686 CHF | 99.80% | 99.80% |
04/07/2024 | 0.33% | 30.80 CHF | 30.90 CHF | 5,300 | 5,300 | 5,300 | 5,300 | 162,353 CHF | 162,883 CHF | 100.00% | 100.00% |
03/07/2024 | 0.33% | 30.30 CHF | 30.40 CHF | 5,500 | 5,500 | 5,500 | 5,500 | 165,219 CHF | 165,769 CHF | 99.99% | 99.99% |
02/07/2024 | 0.35% | 28.90 CHF | 29.00 CHF | 5,300 | 5,300 | 5,300 | 5,300 | 151,229 CHF | 151,759 CHF | 100.00% | 100.00% |