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 | 0.47% | 20.35 CHF | 20.40 CHF | 3,020 | 3,020 | 2,020 | 2,020 | 41,059 CHF | 41,238 CHF | 99.98% | 99.98% |
12/07/2024 | 0.47% | 20.40 CHF | 20.45 CHF | 3,010 | 3,010 | 2,016 | 2,016 | 41,064 CHF | 41,243 CHF | 100.00% | 100.00% |
11/07/2024 | 0.45% | 20.50 CHF | 20.55 CHF | 3,000 | 3,000 | 1,969 | 1,969 | 41,611 CHF | 41,785 CHF | 99.91% | 99.91% |
10/07/2024 | 0.45% | 21.05 CHF | 21.10 CHF | 2,940 | 2,940 | 1,952 | 1,952 | 41,536 CHF | 41,709 CHF | 99.53% | 99.53% |
09/07/2024 | 0.45% | 21.35 CHF | 21.40 CHF | 2,910 | 2,910 | 1,951 | 1,951 | 41,552 CHF | 41,725 CHF | 99.66% | 99.66% |
08/07/2024 | 0.45% | 21.30 CHF | 21.35 CHF | 2,930 | 2,930 | 1,956 | 1,956 | 41,640 CHF | 41,813 CHF | 100.00% | 100.00% |
05/07/2024 | 0.46% | 21.30 CHF | 21.35 CHF | 2,920 | 2,920 | 1,967 | 1,967 | 41,556 CHF | 41,731 CHF | 99.97% | 99.97% |
04/07/2024 | 0.72% | 21.10 CHF | 21.25 CHF | 588 | 588 | 582 | 582 | 12,265 CHF | 12,352 CHF | 99.36% | 99.36% |
03/07/2024 | 0.45% | 21.00 CHF | 21.05 CHF | 2,950 | 2,950 | 1,948 | 1,948 | 41,705 CHF | 41,877 CHF | 99.66% | 99.66% |
02/07/2024 | 0.46% | 21.10 CHF | 21.15 CHF | 2,930 | 2,930 | 1,964 | 1,964 | 41,160 CHF | 41,334 CHF | 99.84% | 99.84% |