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 | 0.13% | 38.65 CHF | 38.70 CHF | 58,100 | 58,100 | 58,100 | 58,100 | 2,187,570 CHF | 2,190,480 CHF | 100.00% | 100.00% |
12/07/2024 | 0.14% | 37.50 CHF | 37.55 CHF | 59,700 | 59,700 | 59,700 | 59,700 | 2,152,530 CHF | 2,155,510 CHF | 100.00% | 100.00% |
11/07/2024 | 0.13% | 36.50 CHF | 36.55 CHF | 57,000 | 57,000 | 57,000 | 57,000 | 2,136,770 CHF | 2,139,620 CHF | 99.88% | 99.88% |
10/07/2024 | 0.14% | 36.15 CHF | 36.20 CHF | 59,800 | 59,800 | 59,800 | 59,800 | 2,153,070 CHF | 2,156,060 CHF | 100.00% | 100.00% |
09/07/2024 | 0.14% | 35.80 CHF | 35.85 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 2,151,190 CHF | 2,154,190 CHF | 100.00% | 100.00% |
08/07/2024 | 0.14% | 35.40 CHF | 35.45 CHF | 60,200 | 60,200 | 60,200 | 60,200 | 2,119,280 CHF | 2,122,290 CHF | 98.71% | 98.71% |
05/07/2024 | 0.15% | 34.75 CHF | 34.80 CHF | 61,700 | 61,700 | 61,700 | 61,700 | 2,112,700 CHF | 2,115,780 CHF | 99.92% | 99.92% |
04/07/2024 | 0.15% | 34.15 CHF | 34.20 CHF | 30,900 | 30,900 | 54,968 | 54,968 | 1,888,930 CHF | 1,891,680 CHF | 100.00% | 100.00% |
03/07/2024 | 0.15% | 33.85 CHF | 33.90 CHF | 63,200 | 63,200 | 63,200 | 63,200 | 2,117,190 CHF | 2,120,350 CHF | 100.00% | 100.00% |
02/07/2024 | 0.16% | 32.40 CHF | 32.45 CHF | 65,100 | 65,100 | 65,100 | 65,100 | 2,060,970 CHF | 2,064,230 CHF | 99.99% | 99.99% |