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 | 0.09% | 31.13 CHF | 31.14 CHF | 43,000 | 43,000 | 19,509 | 19,509 | 607,067 CHF | 607,482 CHF | 99.81% | 99.81% |
12/07/2024 | 0.09% | 31.18 CHF | 31.19 CHF | 43,000 | 43,000 | 19,562 | 19,562 | 609,309 CHF | 609,723 CHF | 99.99% | 99.99% |
11/07/2024 | 0.09% | 31.26 CHF | 31.27 CHF | 43,000 | 43,000 | 19,193 | 19,193 | 611,285 CHF | 611,694 CHF | 99.67% | 99.67% |
10/07/2024 | 0.09% | 31.87 CHF | 31.88 CHF | 42,000 | 42,000 | 19,122 | 19,122 | 613,620 CHF | 614,028 CHF | 99.27% | 99.27% |
09/07/2024 | 0.09% | 32.16 CHF | 32.17 CHF | 42,000 | 42,000 | 19,103 | 19,103 | 613,499 CHF | 613,907 CHF | 100.00% | 100.00% |
08/07/2024 | 0.09% | 32.07 CHF | 32.08 CHF | 42,000 | 42,000 | 19,102 | 19,102 | 612,841 CHF | 613,249 CHF | 100.00% | 100.00% |
05/07/2024 | 0.09% | 32.11 CHF | 32.12 CHF | 42,000 | 42,000 | 19,056 | 19,056 | 609,558 CHF | 609,965 CHF | 99.81% | 99.81% |
04/07/2024 | 0.10% | 31.95 CHF | 31.97 CHF | 17,000 | 17,000 | 13,814 | 13,814 | 441,079 CHF | 441,472 CHF | 98.30% | 98.30% |
03/07/2024 | 0.09% | 31.83 CHF | 31.84 CHF | 42,000 | 42,000 | 18,946 | 18,946 | 609,680 CHF | 610,092 CHF | 95.44% | 95.44% |
02/07/2024 | 0.09% | 31.95 CHF | 31.96 CHF | 42,000 | 42,000 | 19,046 | 19,046 | 606,180 CHF | 606,587 CHF | 99.97% | 99.97% |