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% | 40.30 CHF | 40.45 CHF | 2,200 | 2,200 | 2,200 | 2,200 | 89,457 CHF | 89,787 CHF | 99.99% | 99.99% |
12/07/2024 | 0.77% | 21.70 CHF | 21.88 CHF | 1,700 | 1,700 | 1,789 | 1,789 | 41,517 CHF | 41,839 CHF | 99.98% | 99.98% |
11/07/2024 | 0.76% | 24.54 CHF | 24.73 CHF | 1,700 | 1,700 | 1,700 | 1,700 | 42,278 CHF | 42,601 CHF | 99.74% | 99.74% |
10/07/2024 | 0.72% | 26.54 CHF | 26.74 CHF | 1,600 | 1,600 | 1,600 | 1,600 | 44,330 CHF | 44,650 CHF | 99.99% | 99.99% |
09/07/2024 | 0.70% | 27.60 CHF | 27.78 CHF | 1,700 | 1,700 | 1,698 | 1,698 | 43,941 CHF | 44,249 CHF | 99.74% | 99.74% |
08/07/2024 | 0.73% | 25.32 CHF | 25.50 CHF | 1,800 | 1,800 | 1,800 | 1,800 | 44,378 CHF | 44,702 CHF | 99.98% | 99.98% |
05/07/2024 | 0.77% | 25.01 CHF | 25.18 CHF | 1,900 | 1,900 | 1,900 | 1,900 | 41,823 CHF | 42,146 CHF | 99.79% | 99.79% |
04/07/2024 | 0.75% | 23.35 CHF | 23.53 CHF | 1,700 | 1,700 | 1,758 | 1,758 | 42,055 CHF | 42,372 CHF | 100.00% | 100.00% |
03/07/2024 | 0.75% | 24.62 CHF | 24.81 CHF | 1,600 | 1,600 | 1,660 | 1,660 | 42,267 CHF | 42,582 CHF | 100.00% | 100.00% |
02/07/2024 | 0.68% | 26.49 CHF | 26.69 CHF | 1,600 | 1,600 | 1,625 | 1,625 | 46,137 CHF | 46,452 CHF | 99.98% | 99.98% |