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 | 0.36% | 24.40 CHF | 24.49 CHF | 1,100 | 1,100 | 1,190 | 1,190 | 29,709 CHF | 29,816 CHF | 100.00% | 100.00% |
12/07/2024 | 0.43% | 23.13 CHF | 23.23 CHF | 1,100 | 1,100 | 1,095 | 1,095 | 25,374 CHF | 25,483 CHF | 100.00% | 100.00% |
11/07/2024 | 0.41% | 23.76 CHF | 23.86 CHF | 1,100 | 1,100 | 1,095 | 1,095 | 26,844 CHF | 26,953 CHF | 99.96% | 99.96% |
10/07/2024 | 0.41% | 24.41 CHF | 24.51 CHF | 1,100 | 1,100 | 1,095 | 1,095 | 26,580 CHF | 26,689 CHF | 100.00% | 100.00% |
09/07/2024 | 0.37% | 24.50 CHF | 24.59 CHF | 1,200 | 1,200 | 1,195 | 1,195 | 28,934 CHF | 29,041 CHF | 99.99% | 99.99% |
08/07/2024 | 0.35% | 22.54 CHF | 22.62 CHF | 1,300 | 1,300 | 1,295 | 1,295 | 29,868 CHF | 29,972 CHF | 99.99% | 99.99% |
05/07/2024 | 0.39% | 21.47 CHF | 21.55 CHF | 1,400 | 1,400 | 1,317 | 1,317 | 26,718 CHF | 26,824 CHF | 99.80% | 99.80% |
04/07/2024 | 0.39% | 19.98 CHF | 20.06 CHF | 1,400 | 1,400 | 1,394 | 1,394 | 28,296 CHF | 28,407 CHF | 99.49% | 99.49% |
03/07/2024 | 0.52% | 19.57 CHF | 19.67 CHF | 1,100 | 1,100 | 1,096 | 1,096 | 21,230 CHF | 21,339 CHF | 99.37% | 99.37% |
02/07/2024 | 0.38% | 23.46 CHF | 23.55 CHF | 1,200 | 1,200 | 1,195 | 1,195 | 28,612 CHF | 28,719 CHF | 99.96% | 99.96% |