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 | 0.26% | 30.76 CHF | 30.83 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 29,925 CHF | 30,001 CHF | 100.00% | 100.00% |
12/07/2024 | 0.25% | 30.31 CHF | 30.39 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 29,974 CHF | 30,049 CHF | 100.00% | 100.00% |
11/07/2024 | 0.25% | 29.24 CHF | 29.31 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 29,347 CHF | 29,421 CHF | 100.00% | 100.00% |
10/07/2024 | 0.25% | 28.38 CHF | 28.45 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 28,383 CHF | 28,454 CHF | 100.00% | 100.00% |
09/07/2024 | 0.28% | 26.74 CHF | 26.82 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 27,782 CHF | 27,859 CHF | 100.00% | 100.00% |
08/07/2024 | 0.25% | 30.67 CHF | 30.76 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 32,168 CHF | 32,250 CHF | 100.00% | 100.00% |
05/07/2024 | 0.25% | 32.79 CHF | 32.88 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 32,814 CHF | 32,897 CHF | 100.00% | 100.00% |
04/07/2024 | 0.23% | 33.42 CHF | 33.50 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 33,659 CHF | 33,738 CHF | 100.00% | 100.00% |
03/07/2024 | 0.24% | 31.37 CHF | 31.44 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 31,094 CHF | 31,167 CHF | 100.00% | 100.00% |
02/07/2024 | 0.26% | 27.91 CHF | 27.99 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 27,646 CHF | 27,719 CHF | 99.69% | 99.69% |