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 | 0.17% | 59.30 CHF | 59.40 CHF | 70,500 | 70,500 | 70,500 | 70,500 | 4,139,400 CHF | 4,146,450 CHF | 100.00% | 100.00% |
12/07/2024 | 0.18% | 58.00 CHF | 58.10 CHF | 71,800 | 71,800 | 71,800 | 71,800 | 4,077,330 CHF | 4,084,510 CHF | 100.00% | 100.00% |
11/07/2024 | 0.18% | 56.70 CHF | 56.80 CHF | 71,900 | 71,900 | 71,900 | 71,900 | 4,038,420 CHF | 4,045,610 CHF | 99.86% | 99.86% |
10/07/2024 | 0.18% | 54.30 CHF | 54.40 CHF | 74,300 | 74,300 | 74,300 | 74,300 | 4,013,030 CHF | 4,020,460 CHF | 100.00% | 100.00% |
09/07/2024 | 0.18% | 53.90 CHF | 54.00 CHF | 74,000 | 74,000 | 74,000 | 74,000 | 4,013,990 CHF | 4,021,390 CHF | 100.00% | 100.00% |
08/07/2024 | 0.18% | 55.10 CHF | 55.20 CHF | 73,700 | 73,700 | 73,700 | 73,700 | 4,025,690 CHF | 4,033,060 CHF | 98.15% | 98.15% |
05/07/2024 | 0.18% | 54.20 CHF | 54.30 CHF | 74,100 | 74,100 | 74,100 | 74,100 | 4,009,100 CHF | 4,016,510 CHF | 99.99% | 99.99% |
04/07/2024 | 0.18% | 54.40 CHF | 54.50 CHF | 37,100 | 37,100 | 66,013 | 66,013 | 3,608,450 CHF | 3,615,050 CHF | 100.00% | 100.00% |
03/07/2024 | 0.18% | 54.20 CHF | 54.30 CHF | 73,900 | 73,900 | 73,900 | 73,900 | 4,042,690 CHF | 4,050,080 CHF | 100.00% | 100.00% |
02/07/2024 | 0.19% | 53.70 CHF | 53.80 CHF | 74,800 | 74,800 | 74,800 | 74,800 | 3,979,050 CHF | 3,986,530 CHF | 100.00% | 100.00% |