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 | 0.48% | 28.83 CHF | 28.97 CHF | 3,300 | 3,300 | 3,300 | 3,300 | 95,173 CHF | 95,631 CHF | 100.00% | 100.00% |
12/07/2024 | 0.69% | 29.10 CHF | 29.30 CHF | 3,300 | 3,300 | 3,300 | 3,300 | 95,383 CHF | 96,043 CHF | 100.00% | 100.00% |
11/07/2024 | 0.70% | 28.90 CHF | 29.10 CHF | 3,300 | 3,300 | 3,363 | 3,363 | 96,153 CHF | 96,826 CHF | 100.00% | 100.00% |
10/07/2024 | 0.49% | 28.43 CHF | 28.57 CHF | 3,400 | 3,400 | 3,400 | 3,400 | 96,530 CHF | 97,003 CHF | 100.00% | 100.00% |
09/07/2024 | 0.49% | 28.03 CHF | 28.17 CHF | 3,400 | 3,400 | 3,402 | 3,402 | 95,920 CHF | 96,393 CHF | 100.00% | 100.00% |
08/07/2024 | 0.69% | 28.70 CHF | 28.90 CHF | 3,300 | 3,300 | 3,300 | 3,300 | 95,261 CHF | 95,921 CHF | 100.00% | 100.00% |
05/07/2024 | 0.68% | 29.20 CHF | 29.40 CHF | 3,300 | 3,300 | 3,209 | 3,209 | 94,258 CHF | 94,900 CHF | 100.00% | 100.00% |
04/07/2024 | 0.47% | 29.33 CHF | 29.47 CHF | 3,200 | 3,200 | 3,206 | 3,206 | 94,156 CHF | 94,601 CHF | 99.46% | 99.46% |
03/07/2024 | 0.47% | 29.33 CHF | 29.47 CHF | 3,200 | 3,200 | 3,230 | 3,230 | 94,475 CHF | 94,924 CHF | 100.00% | 100.00% |
02/07/2024 | 0.69% | 28.90 CHF | 29.10 CHF | 3,300 | 3,300 | 3,311 | 3,311 | 94,954 CHF | 95,616 CHF | 100.00% | 100.00% |