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 | 0.19% | 54.30 CHF | 54.40 CHF | 8,300 | 8,300 | 8,300 | 8,300 | 447,437 CHF | 448,267 CHF | 99.98% | 99.98% |
12/07/2024 | 0.19% | 54.50 CHF | 54.60 CHF | 8,300 | 8,300 | 8,300 | 8,300 | 442,913 CHF | 443,743 CHF | 100.00% | 100.00% |
11/07/2024 | 0.17% | 56.50 CHF | 56.60 CHF | 7,700 | 7,700 | 7,700 | 7,700 | 444,233 CHF | 445,003 CHF | 99.99% | 99.99% |
10/07/2024 | 0.17% | 58.50 CHF | 58.60 CHF | 7,900 | 7,900 | 7,900 | 7,900 | 454,686 CHF | 455,476 CHF | 100.00% | 100.00% |
09/07/2024 | 0.18% | 54.30 CHF | 54.40 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 435,626 CHF | 436,426 CHF | 99.99% | 99.99% |
08/07/2024 | 0.19% | 51.80 CHF | 51.90 CHF | 8,500 | 8,500 | 8,500 | 8,500 | 438,504 CHF | 439,354 CHF | 100.00% | 100.00% |
05/07/2024 | 0.19% | 51.80 CHF | 51.90 CHF | 8,400 | 8,400 | 8,400 | 8,400 | 432,760 CHF | 433,600 CHF | 99.92% | 99.92% |
04/07/2024 | 0.19% | 51.40 CHF | 51.50 CHF | 8,400 | 8,400 | 8,400 | 8,400 | 432,020 CHF | 432,860 CHF | 100.00% | 100.00% |
03/07/2024 | 0.10% | 50.00 CHF | 50.05 CHF | 8,600 | 8,600 | 8,600 | 8,600 | 429,461 CHF | 429,891 CHF | 100.00% | 100.00% |
02/07/2024 | 0.11% | 47.55 CHF | 47.60 CHF | 8,900 | 8,900 | 8,900 | 8,900 | 418,045 CHF | 418,490 CHF | 99.99% | 99.99% |