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 | 0.38% | 35.90 CHF | 35.95 CHF | 3,760 | 3,760 | 2,542 | 2,542 | 89,887 CHF | 90,200 CHF | 99.96% | 99.96% |
12/07/2024 | 0.38% | 35.85 CHF | 35.90 CHF | 3,760 | 3,760 | 2,506 | 2,506 | 90,212 CHF | 90,519 CHF | 99.98% | 99.98% |
11/07/2024 | 0.35% | 37.30 CHF | 37.35 CHF | 3,630 | 3,630 | 2,376 | 2,376 | 91,145 CHF | 91,436 CHF | 99.80% | 99.80% |
10/07/2024 | 0.35% | 38.45 CHF | 38.50 CHF | 3,540 | 3,540 | 2,368 | 2,368 | 91,071 CHF | 91,361 CHF | 100.00% | 100.00% |
09/07/2024 | 0.35% | 38.45 CHF | 38.50 CHF | 3,540 | 3,540 | 2,361 | 2,361 | 90,911 CHF | 91,202 CHF | 99.66% | 99.66% |
08/07/2024 | 0.35% | 38.35 CHF | 38.40 CHF | 3,550 | 3,550 | 2,341 | 2,341 | 91,249 CHF | 91,535 CHF | 100.00% | 100.00% |
05/07/2024 | 0.37% | 38.50 CHF | 38.55 CHF | 3,540 | 3,540 | 2,440 | 2,440 | 90,276 CHF | 90,578 CHF | 99.62% | 99.62% |
04/07/2024 | 0.55% | 36.75 CHF | 36.95 CHF | 734 | 734 | 729 | 729 | 26,697 CHF | 26,842 CHF | 99.51% | 99.51% |
03/07/2024 | 0.37% | 36.55 CHF | 36.60 CHF | 3,690 | 3,690 | 2,458 | 2,458 | 90,265 CHF | 90,566 CHF | 99.66% | 99.66% |
02/07/2024 | 0.38% | 36.25 CHF | 36.30 CHF | 3,700 | 3,700 | 2,480 | 2,480 | 89,373 CHF | 89,679 CHF | 99.33% | 99.33% |