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 | 0.05% | 37.62 CHF | 37.64 CHF | 36,000 | 36,000 | 20,226 | 20,226 | 756,586 CHF | 756,992 CHF | 98.69% | 98.69% |
12/07/2024 | 0.06% | 36.93 CHF | 36.95 CHF | 36,000 | 36,000 | 20,548 | 20,548 | 749,164 CHF | 749,576 CHF | 99.99% | 99.99% |
11/07/2024 | 0.06% | 36.02 CHF | 36.04 CHF | 37,000 | 37,000 | 20,274 | 20,274 | 747,214 CHF | 747,622 CHF | 99.97% | 99.97% |
10/07/2024 | 0.06% | 36.88 CHF | 36.90 CHF | 36,000 | 36,000 | 20,380 | 20,380 | 748,046 CHF | 748,455 CHF | 99.89% | 99.89% |
09/07/2024 | 0.06% | 36.32 CHF | 36.34 CHF | 37,000 | 37,000 | 20,653 | 20,653 | 750,254 CHF | 750,668 CHF | 99.36% | 99.36% |
08/07/2024 | 0.06% | 36.00 CHF | 36.02 CHF | 37,000 | 37,000 | 20,696 | 20,696 | 744,568 CHF | 744,983 CHF | 100.00% | 100.00% |
05/07/2024 | 0.06% | 35.74 CHF | 35.76 CHF | 37,000 | 37,000 | 20,684 | 20,684 | 731,853 CHF | 732,267 CHF | 99.35% | 99.35% |
04/07/2024 | 0.06% | 35.16 CHF | 35.18 CHF | 19,000 | 19,000 | 16,859 | 16,859 | 593,473 CHF | 593,810 CHF | 99.30% | 99.30% |
03/07/2024 | 0.06% | 35.11 CHF | 35.13 CHF | 38,000 | 38,000 | 21,052 | 21,052 | 738,042 CHF | 738,464 CHF | 98.03% | 98.03% |
02/07/2024 | 0.06% | 35.12 CHF | 35.14 CHF | 38,000 | 38,000 | 21,637 | 21,637 | 748,390 CHF | 748,824 CHF | 99.99% | 99.99% |