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 | 0.37% | 77.00 CHF | 77.30 CHF | 1,200 | 1,200 | 1,167 | 1,167 | 94,963 CHF | 95,313 CHF | 99.98% | 99.98% |
12/07/2024 | 0.41% | 80.20 CHF | 80.50 CHF | 1,300 | 1,300 | 1,300 | 1,300 | 94,805 CHF | 95,195 CHF | 99.99% | 99.99% |
11/07/2024 | 0.45% | 68.90 CHF | 69.20 CHF | 1,400 | 1,400 | 1,400 | 1,400 | 93,762 CHF | 94,182 CHF | 99.74% | 99.74% |
10/07/2024 | 0.50% | 63.70 CHF | 64.00 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 89,841 CHF | 90,288 CHF | 99.14% | 99.14% |
09/07/2024 | 0.48% | 59.40 CHF | 59.70 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 93,571 CHF | 94,020 CHF | 99.74% | 99.74% |
08/07/2024 | 0.49% | 62.40 CHF | 62.70 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 91,852 CHF | 92,302 CHF | 99.98% | 99.98% |
05/07/2024 | 0.46% | 59.30 CHF | 59.60 CHF | 1,400 | 1,400 | 1,400 | 1,400 | 92,116 CHF | 92,536 CHF | 99.80% | 99.80% |
04/07/2024 | 0.45% | 66.60 CHF | 66.90 CHF | 1,400 | 1,400 | 1,400 | 1,400 | 92,258 CHF | 92,678 CHF | 100.00% | 100.00% |
03/07/2024 | 0.47% | 64.40 CHF | 64.70 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 95,101 CHF | 95,551 CHF | 100.00% | 100.00% |
02/07/2024 | 0.47% | 58.80 CHF | 59.10 CHF | 1,400 | 1,400 | 1,400 | 1,400 | 80,078 CHF | 80,458 CHF | 99.98% | 99.98% |