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 | 0.15% | 69.50 CHF | 69.60 CHF | 47,400 | 47,400 | 47,400 | 47,400 | 3,169,330 CHF | 3,174,070 CHF | 100.00% | 100.00% |
12/07/2024 | 0.16% | 67.30 CHF | 67.40 CHF | 48,700 | 48,700 | 48,700 | 48,700 | 3,101,280 CHF | 3,106,160 CHF | 99.99% | 99.99% |
11/07/2024 | 0.14% | 67.00 CHF | 67.10 CHF | 43,100 | 43,100 | 43,100 | 43,100 | 3,100,350 CHF | 3,104,660 CHF | 99.95% | 99.95% |
10/07/2024 | 0.14% | 69.70 CHF | 69.80 CHF | 45,400 | 45,400 | 45,400 | 45,400 | 3,171,280 CHF | 3,175,820 CHF | 100.00% | 100.00% |
09/07/2024 | 0.14% | 69.10 CHF | 69.20 CHF | 45,500 | 45,500 | 45,450 | 45,450 | 3,167,360 CHF | 3,171,910 CHF | 99.99% | 99.99% |
08/07/2024 | 0.15% | 67.70 CHF | 67.80 CHF | 45,900 | 45,900 | 45,900 | 45,900 | 3,087,480 CHF | 3,092,070 CHF | 100.00% | 100.00% |
05/07/2024 | 0.16% | 66.60 CHF | 66.70 CHF | 48,200 | 48,200 | 48,194 | 48,194 | 3,104,240 CHF | 3,109,060 CHF | 99.74% | 99.74% |
04/07/2024 | 0.16% | 63.20 CHF | 63.30 CHF | 24,100 | 24,100 | 42,932 | 42,932 | 2,729,810 CHF | 2,734,100 CHF | 100.00% | 100.00% |
03/07/2024 | 0.16% | 62.70 CHF | 62.80 CHF | 50,200 | 50,200 | 50,200 | 50,200 | 3,072,400 CHF | 3,077,420 CHF | 100.00% | 100.00% |
02/07/2024 | 0.18% | 58.80 CHF | 58.90 CHF | 52,700 | 52,700 | 52,700 | 52,700 | 2,975,080 CHF | 2,980,350 CHF | 99.98% | 99.98% |