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 | 0.60% | 19.35 CHF | 19.47 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 38,451 CHF | 38,681 CHF | 100.00% | 100.00% |
12/07/2024 | 0.56% | 19.89 CHF | 20.00 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 39,182 CHF | 39,403 CHF | 99.78% | 99.78% |
11/07/2024 | 0.51% | 18.74 CHF | 18.83 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 37,195 CHF | 37,384 CHF | 100.00% | 100.00% |
10/07/2024 | 0.48% | 18.28 CHF | 18.37 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 36,340 CHF | 36,515 CHF | 100.00% | 100.00% |
09/07/2024 | 0.55% | 16.58 CHF | 16.68 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 34,914 CHF | 35,106 CHF | 100.00% | 100.00% |
08/07/2024 | 0.49% | 18.65 CHF | 18.75 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 39,009 CHF | 39,200 CHF | 100.00% | 100.00% |
05/07/2024 | 0.50% | 18.43 CHF | 18.52 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 38,879 CHF | 39,075 CHF | 100.00% | 100.00% |
04/07/2024 | 0.45% | 19.73 CHF | 19.82 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 39,913 CHF | 40,093 CHF | 100.00% | 100.00% |
03/07/2024 | 0.47% | 17.78 CHF | 17.86 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 34,526 CHF | 34,687 CHF | 100.00% | 100.00% |
02/07/2024 | 0.57% | 15.32 CHF | 15.41 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 28,726 CHF | 28,890 CHF | 99.81% | 99.81% |