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 | 0.87% | 70.50 CHF | 71.10 CHF | 2,200 | 2,200 | 2,200 | 2,200 | 151,153 CHF | 152,473 CHF | 99.10% | 99.10% |
12/07/2024 | 0.84% | 73.60 CHF | 74.20 CHF | 2,300 | 2,300 | 2,300 | 2,300 | 163,258 CHF | 164,638 CHF | 100.00% | 100.00% |
11/07/2024 | 0.86% | 68.50 CHF | 69.10 CHF | 2,300 | 2,300 | 2,300 | 2,300 | 159,738 CHF | 161,118 CHF | 99.98% | 99.98% |
10/07/2024 | 0.78% | 66.50 CHF | 67.00 CHF | 2,600 | 2,600 | 2,600 | 2,600 | 165,995 CHF | 167,295 CHF | 100.00% | 100.00% |
09/07/2024 | 0.99% | 56.90 CHF | 57.50 CHF | 2,300 | 2,300 | 2,300 | 2,300 | 139,452 CHF | 140,832 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 69.60 CHF | 70.20 CHF | 2,300 | 2,300 | 2,300 | 2,300 | 172,037 CHF | 173,417 CHF | 100.00% | 100.00% |
05/07/2024 | 0.84% | 68.10 CHF | 68.70 CHF | 2,100 | 2,100 | 2,100 | 2,100 | 149,514 CHF | 150,774 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 76.10 CHF | 76.70 CHF | 2,400 | 2,400 | 2,400 | 2,400 | 179,790 CHF | 181,230 CHF | 100.00% | 100.00% |
03/07/2024 | 0.76% | 66.00 CHF | 66.50 CHF | 2,800 | 2,800 | 2,800 | 2,800 | 182,838 CHF | 184,238 CHF | 100.00% | 100.00% |
02/07/2024 | 1.07% | 54.50 CHF | 55.10 CHF | 2,400 | 2,400 | 2,400 | 2,400 | 129,461 CHF | 130,853 CHF | 99.97% | 99.97% |