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% | 52.88 CHF | 52.91 CHF | 26,000 | 26,000 | 14,680 | 14,680 | 771,889 CHF | 772,330 CHF | 98.23% | 98.23% |
12/07/2024 | 0.06% | 51.91 CHF | 51.94 CHF | 26,000 | 26,000 | 15,033 | 15,033 | 770,489 CHF | 770,941 CHF | 99.97% | 99.97% |
11/07/2024 | 0.06% | 50.63 CHF | 50.66 CHF | 27,000 | 27,000 | 14,786 | 14,786 | 766,058 CHF | 766,504 CHF | 99.93% | 99.93% |
10/07/2024 | 0.06% | 51.84 CHF | 51.87 CHF | 26,000 | 26,000 | 14,876 | 14,876 | 767,543 CHF | 767,991 CHF | 99.89% | 99.89% |
09/07/2024 | 0.06% | 51.05 CHF | 51.08 CHF | 27,000 | 27,000 | 15,129 | 15,129 | 772,600 CHF | 773,055 CHF | 99.27% | 99.27% |
08/07/2024 | 0.06% | 50.61 CHF | 50.64 CHF | 27,000 | 27,000 | 15,092 | 15,092 | 763,427 CHF | 763,880 CHF | 99.93% | 99.93% |
05/07/2024 | 0.06% | 50.24 CHF | 50.27 CHF | 27,000 | 27,000 | 15,107 | 15,107 | 751,492 CHF | 751,946 CHF | 99.34% | 99.34% |
04/07/2024 | 0.06% | 49.44 CHF | 49.47 CHF | 14,000 | 14,000 | 12,393 | 12,393 | 613,410 CHF | 613,782 CHF | 99.25% | 99.25% |
03/07/2024 | 0.06% | 49.37 CHF | 49.40 CHF | 28,000 | 28,000 | 14,993 | 14,993 | 739,046 CHF | 739,497 CHF | 97.21% | 97.21% |
02/07/2024 | 0.06% | 49.37 CHF | 49.40 CHF | 28,000 | 28,000 | 15,315 | 15,315 | 744,980 CHF | 745,440 CHF | 99.94% | 99.94% |