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 | 0.47% | 16.74 CHF | 16.82 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 33,863 CHF | 34,023 CHF | 100.00% | 100.00% |
12/07/2024 | 0.45% | 17.73 CHF | 17.81 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 35,403 CHF | 35,564 CHF | 100.00% | 100.00% |
11/07/2024 | 0.35% | 17.88 CHF | 17.94 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 35,054 CHF | 35,176 CHF | 100.00% | 100.00% |
10/07/2024 | 0.34% | 17.05 CHF | 17.11 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 34,108 CHF | 34,224 CHF | 100.00% | 100.00% |
09/07/2024 | 0.37% | 15.80 CHF | 15.86 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 31,780 CHF | 31,898 CHF | 100.00% | 100.00% |
08/07/2024 | 0.35% | 16.63 CHF | 16.69 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 33,586 CHF | 33,705 CHF | 100.00% | 100.00% |
05/07/2024 | 0.36% | 16.59 CHF | 16.65 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 33,461 CHF | 33,581 CHF | 100.00% | 100.00% |
04/07/2024 | 0.35% | 16.86 CHF | 16.92 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 33,471 CHF | 33,589 CHF | 100.00% | 100.00% |
03/07/2024 | 0.35% | 16.42 CHF | 16.48 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 32,659 CHF | 32,775 CHF | 100.00% | 100.00% |
02/07/2024 | 0.38% | 15.82 CHF | 15.88 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 31,638 CHF | 31,759 CHF | 99.70% | 99.70% |