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% | 37.48 CHF | 37.50 CHF | 36,000 | 36,000 | 20,227 | 20,227 | 753,826 CHF | 754,231 CHF | 98.70% | 98.70% |
12/07/2024 | 0.06% | 36.79 CHF | 36.81 CHF | 36,000 | 36,000 | 20,547 | 20,547 | 746,287 CHF | 746,699 CHF | 99.99% | 99.99% |
11/07/2024 | 0.06% | 35.88 CHF | 35.90 CHF | 37,000 | 37,000 | 20,271 | 20,271 | 744,297 CHF | 744,705 CHF | 99.95% | 99.95% |
10/07/2024 | 0.06% | 36.74 CHF | 36.76 CHF | 36,000 | 36,000 | 20,380 | 20,380 | 745,183 CHF | 745,592 CHF | 99.89% | 99.89% |
09/07/2024 | 0.06% | 36.18 CHF | 36.20 CHF | 37,000 | 37,000 | 20,654 | 20,654 | 747,382 CHF | 747,796 CHF | 99.36% | 99.36% |
08/07/2024 | 0.06% | 35.86 CHF | 35.88 CHF | 37,000 | 37,000 | 20,693 | 20,693 | 741,613 CHF | 742,028 CHF | 99.99% | 99.99% |
05/07/2024 | 0.06% | 35.60 CHF | 35.62 CHF | 37,000 | 37,000 | 20,684 | 20,684 | 729,003 CHF | 729,418 CHF | 99.34% | 99.34% |
04/07/2024 | 0.06% | 35.02 CHF | 35.04 CHF | 19,000 | 19,000 | 16,859 | 16,859 | 591,104 CHF | 591,441 CHF | 99.29% | 99.29% |
03/07/2024 | 0.06% | 34.97 CHF | 34.99 CHF | 38,000 | 38,000 | 21,062 | 21,062 | 735,426 CHF | 735,848 CHF | 98.07% | 98.07% |
02/07/2024 | 0.06% | 34.97 CHF | 34.99 CHF | 38,000 | 38,000 | 21,634 | 21,634 | 745,219 CHF | 745,653 CHF | 99.97% | 99.97% |