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 | 0.70% | 64.90 CHF | 65.10 CHF | 2,700 | 2,700 | 1,266 | 1,266 | 73,150 CHF | 73,545 CHF | 99.87% | 99.87% |
12/07/2024 | 0.75% | 44.95 CHF | 45.10 CHF | 3,200 | 3,200 | 1,439 | 1,439 | 62,838 CHF | 63,208 CHF | 99.79% | 99.79% |
11/07/2024 | 0.73% | 49.75 CHF | 49.90 CHF | 2,900 | 2,900 | 1,345 | 1,345 | 66,196 CHF | 66,570 CHF | 98.81% | 98.81% |
10/07/2024 | 0.71% | 44.55 CHF | 44.70 CHF | 3,000 | 3,000 | 1,288 | 1,288 | 61,720 CHF | 62,068 CHF | 99.78% | 99.78% |
09/07/2024 | 0.70% | 48.10 CHF | 48.25 CHF | 2,800 | 2,800 | 1,272 | 1,272 | 62,720 CHF | 63,067 CHF | 99.78% | 99.78% |
08/07/2024 | 0.76% | 47.80 CHF | 47.95 CHF | 2,700 | 2,700 | 1,200 | 1,200 | 59,706 CHF | 60,069 CHF | 99.89% | 99.89% |
05/07/2024 | 0.89% | 45.65 CHF | 45.85 CHF | 2,600 | 2,600 | 1,261 | 1,261 | 51,018 CHF | 51,364 CHF | 97.24% | 97.24% |
04/07/2024 | 0.94% | 44.85 CHF | 45.20 CHF | 1,100 | 1,100 | 888 | 888 | 40,267 CHF | 40,634 CHF | 98.22% | 98.22% |
03/07/2024 | 0.79% | 50.65 CHF | 50.85 CHF | 2,600 | 2,600 | 1,197 | 1,197 | 61,313 CHF | 61,704 CHF | 99.46% | 99.46% |
02/07/2024 | 0.81% | 57.30 CHF | 57.50 CHF | 2,300 | 2,300 | 1,035 | 1,035 | 59,734 CHF | 60,112 CHF | 99.77% | 99.77% |