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 | 0.06% | 53.17 CHF | 53.20 CHF | 26,000 | 26,000 | 14,679 | 14,679 | 776,094 CHF | 776,535 CHF | 98.30% | 98.30% |
12/07/2024 | 0.06% | 52.20 CHF | 52.23 CHF | 26,000 | 26,000 | 15,034 | 15,034 | 774,899 CHF | 775,351 CHF | 99.98% | 99.98% |
11/07/2024 | 0.06% | 50.92 CHF | 50.95 CHF | 27,000 | 27,000 | 14,785 | 14,785 | 770,260 CHF | 770,706 CHF | 99.93% | 99.93% |
10/07/2024 | 0.06% | 52.14 CHF | 52.17 CHF | 26,000 | 26,000 | 14,876 | 14,876 | 771,894 CHF | 772,342 CHF | 99.89% | 99.89% |
09/07/2024 | 0.06% | 51.34 CHF | 51.37 CHF | 27,000 | 27,000 | 15,129 | 15,129 | 776,979 CHF | 777,433 CHF | 99.27% | 99.27% |
08/07/2024 | 0.06% | 50.90 CHF | 50.93 CHF | 27,000 | 27,000 | 15,092 | 15,092 | 767,749 CHF | 768,203 CHF | 99.93% | 99.93% |
05/07/2024 | 0.06% | 50.53 CHF | 50.56 CHF | 27,000 | 27,000 | 15,107 | 15,107 | 755,917 CHF | 756,372 CHF | 99.35% | 99.35% |
04/07/2024 | 0.06% | 49.73 CHF | 49.76 CHF | 14,000 | 14,000 | 12,393 | 12,393 | 617,010 CHF | 617,381 CHF | 99.26% | 99.26% |
03/07/2024 | 0.06% | 49.66 CHF | 49.69 CHF | 28,000 | 28,000 | 14,992 | 14,992 | 743,355 CHF | 743,806 CHF | 97.18% | 97.18% |
02/07/2024 | 0.06% | 49.67 CHF | 49.70 CHF | 28,000 | 28,000 | 15,318 | 15,318 | 749,597 CHF | 750,057 CHF | 99.97% | 99.97% |