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 | 0.74% | 43.12 CHF | 43.44 CHF | 4,638 | 4,604 | 4,628 | 4,594 | 199,979 CHF | 199,979 CHF | 99.97% | 99.97% |
12/07/2024 | 0.74% | 43.18 CHF | 43.50 CHF | 4,631 | 4,597 | 4,647 | 4,613 | 199,975 CHF | 199,979 CHF | 99.98% | 99.98% |
11/07/2024 | 0.74% | 42.93 CHF | 43.25 CHF | 4,658 | 4,624 | 4,664 | 4,629 | 199,988 CHF | 199,974 CHF | 99.99% | 99.99% |
10/07/2024 | 0.75% | 42.79 CHF | 43.11 CHF | 4,673 | 4,639 | 4,687 | 4,652 | 199,981 CHF | 199,980 CHF | 99.99% | 99.99% |
09/07/2024 | 0.75% | 42.64 CHF | 42.96 CHF | 4,690 | 4,655 | 4,682 | 4,647 | 199,979 CHF | 199,981 CHF | 99.98% | 99.98% |
08/07/2024 | 0.75% | 42.72 CHF | 43.04 CHF | 4,681 | 4,646 | 4,687 | 4,653 | 199,977 CHF | 199,982 CHF | 100.00% | 100.00% |
05/07/2024 | 0.75% | 42.57 CHF | 42.89 CHF | 4,698 | 4,663 | 4,681 | 4,646 | 199,985 CHF | 199,979 CHF | 100.00% | 100.00% |
04/07/2024 | 0.75% | 42.75 CHF | 43.07 CHF | 4,678 | 4,643 | 4,679 | 4,644 | 199,980 CHF | 199,976 CHF | 99.99% | 99.99% |
03/07/2024 | 0.75% | 42.69 CHF | 43.01 CHF | 4,684 | 4,650 | 4,687 | 4,653 | 199,984 CHF | 199,987 CHF | 100.00% | 100.00% |
02/07/2024 | 0.75% | 42.53 CHF | 42.85 CHF | 4,702 | 4,667 | 4,704 | 4,669 | 199,978 CHF | 199,974 CHF | 99.99% | 99.99% |