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% | 33.60 CHF | 33.80 CHF | 1,000 | 1,000 | 993 | 993 | 33,370 CHF | 33,568 CHF | 100.00% | 100.00% |
12/07/2024 | 0.60% | 33.75 CHF | 33.95 CHF | 1,000 | 1,000 | 993 | 993 | 33,381 CHF | 33,579 CHF | 100.00% | 100.00% |
11/07/2024 | 0.60% | 33.40 CHF | 33.60 CHF | 1,000 | 1,000 | 993 | 993 | 33,179 CHF | 33,377 CHF | 99.62% | 99.62% |
10/07/2024 | 0.61% | 33.35 CHF | 33.55 CHF | 1,000 | 1,000 | 993 | 993 | 32,918 CHF | 33,116 CHF | 100.00% | 100.00% |
09/07/2024 | 0.61% | 32.80 CHF | 33.00 CHF | 1,000 | 1,000 | 993 | 993 | 32,778 CHF | 32,975 CHF | 100.00% | 100.00% |
08/07/2024 | 0.61% | 33.10 CHF | 33.30 CHF | 1,000 | 1,000 | 993 | 993 | 32,950 CHF | 33,148 CHF | 100.00% | 100.00% |
05/07/2024 | 0.61% | 33.00 CHF | 33.20 CHF | 1,000 | 1,000 | 993 | 993 | 32,969 CHF | 33,167 CHF | 99.90% | 99.90% |
04/07/2024 | 0.61% | 33.20 CHF | 33.40 CHF | 1,000 | 1,000 | 993 | 993 | 32,868 CHF | 33,066 CHF | 100.00% | 100.00% |
03/07/2024 | 0.61% | 32.95 CHF | 33.15 CHF | 1,000 | 1,000 | 993 | 993 | 32,697 CHF | 32,895 CHF | 100.00% | 100.00% |
02/07/2024 | 0.62% | 32.45 CHF | 32.65 CHF | 1,000 | 1,000 | 993 | 993 | 32,153 CHF | 32,351 CHF | 98.93% | 98.93% |