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 | 0.17% | 30.00 CHF | 30.05 CHF | 1,850 | 1,850 | 1,833 | 1,833 | 54,878 CHF | 54,969 CHF | 100.00% | 100.00% |
12/07/2024 | 0.17% | 29.65 CHF | 29.70 CHF | 1,850 | 1,850 | 1,878 | 1,878 | 54,957 CHF | 55,051 CHF | 99.99% | 99.99% |
11/07/2024 | 0.17% | 29.50 CHF | 29.55 CHF | 1,850 | 1,850 | 1,834 | 1,834 | 54,827 CHF | 54,919 CHF | 99.05% | 99.05% |
10/07/2024 | 0.17% | 29.85 CHF | 29.90 CHF | 1,850 | 1,850 | 1,864 | 1,864 | 54,777 CHF | 54,870 CHF | 100.00% | 100.00% |
09/07/2024 | 0.17% | 29.90 CHF | 29.95 CHF | 1,850 | 1,850 | 1,833 | 1,833 | 55,399 CHF | 55,491 CHF | 100.00% | 100.00% |
08/07/2024 | 0.17% | 30.20 CHF | 30.25 CHF | 1,850 | 1,850 | 1,833 | 1,833 | 54,634 CHF | 54,726 CHF | 100.00% | 100.00% |
05/07/2024 | 0.17% | 29.65 CHF | 29.70 CHF | 1,850 | 1,850 | 1,834 | 1,834 | 54,841 CHF | 54,932 CHF | 98.53% | 98.53% |
04/07/2024 | 0.17% | 29.20 CHF | 29.25 CHF | 1,900 | 1,900 | 1,845 | 1,845 | 54,498 CHF | 54,590 CHF | 100.00% | 100.00% |
03/07/2024 | 0.17% | 29.45 CHF | 29.50 CHF | 1,900 | 1,900 | 1,852 | 1,852 | 54,781 CHF | 54,874 CHF | 99.88% | 99.88% |
02/07/2024 | 0.17% | 29.40 CHF | 29.45 CHF | 1,900 | 1,900 | 1,880 | 1,880 | 54,489 CHF | 54,583 CHF | 100.00% | 100.00% |