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 | 0.54% | 20.83 CHF | 20.90 CHF | 5,800 | 5,800 | 2,617 | 2,617 | 53,029 CHF | 53,268 CHF | 99.95% | 99.95% |
12/07/2024 | 0.52% | 19.73 CHF | 19.80 CHF | 5,500 | 5,500 | 2,474 | 2,474 | 50,198 CHF | 50,423 CHF | 100.00% | 100.00% |
11/07/2024 | 0.53% | 20.18 CHF | 20.25 CHF | 5,700 | 5,700 | 2,583 | 2,583 | 52,502 CHF | 52,740 CHF | 99.94% | 99.94% |
10/07/2024 | 0.53% | 21.19 CHF | 21.26 CHF | 5,700 | 5,700 | 2,596 | 2,596 | 53,300 CHF | 53,538 CHF | 100.00% | 100.00% |
09/07/2024 | 0.52% | 21.00 CHF | 21.07 CHF | 5,900 | 5,900 | 2,673 | 2,673 | 54,376 CHF | 54,611 CHF | 99.99% | 99.99% |
08/07/2024 | 0.54% | 20.07 CHF | 20.14 CHF | 6,000 | 6,000 | 2,685 | 2,685 | 51,847 CHF | 52,083 CHF | 99.99% | 99.99% |
05/07/2024 | 0.54% | 19.50 CHF | 19.56 CHF | 6,300 | 6,300 | 2,846 | 2,846 | 54,485 CHF | 54,721 CHF | 99.82% | 99.82% |
04/07/2024 | 0.54% | 18.59 CHF | 18.66 CHF | 2,600 | 2,600 | 2,065 | 2,065 | 38,656 CHF | 38,851 CHF | 99.44% | 99.44% |
03/07/2024 | 0.53% | 18.71 CHF | 18.78 CHF | 5,900 | 5,900 | 2,675 | 2,675 | 51,056 CHF | 51,291 CHF | 99.88% | 99.88% |
02/07/2024 | 0.52% | 21.20 CHF | 21.27 CHF | 6,100 | 6,100 | 2,619 | 2,619 | 52,829 CHF | 53,056 CHF | 99.96% | 99.96% |