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 | 0.59% | 1.66 CHF | 1.67 CHF | 27,930 | 27,930 | 27,350 | 27,350 | 46,727 CHF | 47,001 CHF | 100.00% | 100.00% |
12/07/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 27,690 | 27,690 | 27,329 | 27,329 | 46,788 CHF | 47,062 CHF | 99.99% | 99.99% |
11/07/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 27,830 | 27,830 | 27,438 | 27,438 | 46,237 CHF | 46,512 CHF | 99.98% | 99.98% |
10/07/2024 | 0.64% | 1.61 CHF | 1.62 CHF | 28,140 | 28,140 | 28,079 | 28,079 | 43,900 CHF | 44,181 CHF | 100.00% | 100.00% |
09/07/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 28,310 | 28,310 | 28,006 | 28,006 | 44,138 CHF | 44,418 CHF | 99.56% | 99.56% |
08/07/2024 | 0.65% | 1.56 CHF | 1.57 CHF | 28,360 | 28,360 | 28,098 | 28,098 | 43,706 CHF | 43,987 CHF | 100.00% | 100.00% |
05/07/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 28,580 | 28,580 | 28,156 | 28,156 | 43,818 CHF | 44,100 CHF | 100.00% | 100.00% |
04/07/2024 | 0.65% | 1.57 CHF | 1.58 CHF | 28,380 | 28,380 | 28,205 | 28,205 | 43,729 CHF | 44,012 CHF | 100.00% | 100.00% |
03/07/2024 | 0.67% | 1.51 CHF | 1.52 CHF | 28,740 | 28,740 | 28,401 | 28,401 | 43,003 CHF | 43,288 CHF | 100.00% | 100.00% |
02/07/2024 | 0.67% | 1.52 CHF | 1.53 CHF | 28,590 | 28,590 | 28,424 | 28,424 | 42,561 CHF | 42,845 CHF | 99.66% | 99.66% |