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 | 0.36% | 18.55 CHF | 18.62 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 18,849 CHF | 18,918 CHF | 100.00% | 100.00% |
12/07/2024 | 0.33% | 20.96 CHF | 21.03 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 20,762 CHF | 20,832 CHF | 100.00% | 100.00% |
11/07/2024 | 0.33% | 20.22 CHF | 20.29 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 20,656 CHF | 20,725 CHF | 100.00% | 100.00% |
10/07/2024 | 0.33% | 20.65 CHF | 20.71 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 19,991 CHF | 20,058 CHF | 100.00% | 100.00% |
09/07/2024 | 0.34% | 19.61 CHF | 19.68 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 20,637 CHF | 20,706 CHF | 100.00% | 100.00% |
08/07/2024 | 0.34% | 20.73 CHF | 20.80 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 20,974 CHF | 21,046 CHF | 100.00% | 100.00% |
05/07/2024 | 0.32% | 21.56 CHF | 21.63 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 22,165 CHF | 22,236 CHF | 100.00% | 100.00% |
04/07/2024 | 0.32% | 21.23 CHF | 21.30 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 21,125 CHF | 21,193 CHF | 100.00% | 100.00% |
03/07/2024 | 0.31% | 20.53 CHF | 20.59 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 19,974 CHF | 20,036 CHF | 100.00% | 100.00% |
02/07/2024 | 0.35% | 17.59 CHF | 17.64 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 16,483 CHF | 16,541 CHF | 100.00% | 100.00% |