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 | 0.39% | 35.40 CHF | 35.45 CHF | 3,760 | 3,760 | 2,543 | 2,543 | 88,656 CHF | 88,969 CHF | 100.00% | 100.00% |
12/07/2024 | 0.38% | 35.35 CHF | 35.40 CHF | 3,760 | 3,760 | 2,506 | 2,506 | 88,977 CHF | 89,284 CHF | 100.00% | 100.00% |
11/07/2024 | 0.36% | 36.85 CHF | 36.90 CHF | 3,630 | 3,630 | 2,377 | 2,377 | 90,006 CHF | 90,297 CHF | 99.90% | 99.90% |
10/07/2024 | 0.36% | 37.95 CHF | 38.00 CHF | 3,540 | 3,540 | 2,363 | 2,363 | 89,715 CHF | 90,007 CHF | 99.58% | 99.58% |
09/07/2024 | 0.36% | 37.95 CHF | 38.00 CHF | 3,540 | 3,540 | 2,358 | 2,358 | 89,630 CHF | 89,921 CHF | 99.40% | 99.40% |
08/07/2024 | 0.35% | 37.85 CHF | 37.90 CHF | 3,550 | 3,550 | 2,341 | 2,341 | 90,096 CHF | 90,383 CHF | 100.00% | 100.00% |
05/07/2024 | 0.37% | 38.00 CHF | 38.05 CHF | 3,540 | 3,540 | 2,443 | 2,443 | 89,198 CHF | 89,500 CHF | 99.90% | 99.90% |
04/07/2024 | 0.56% | 36.25 CHF | 36.45 CHF | 734 | 734 | 729 | 729 | 26,338 CHF | 26,483 CHF | 99.52% | 99.52% |
03/07/2024 | 0.37% | 36.05 CHF | 36.10 CHF | 3,690 | 3,690 | 2,458 | 2,458 | 89,041 CHF | 89,342 CHF | 99.66% | 99.66% |
02/07/2024 | 0.38% | 35.75 CHF | 35.80 CHF | 3,700 | 3,700 | 2,482 | 2,482 | 88,204 CHF | 88,510 CHF | 99.47% | 99.47% |