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% | 36.55 CHF | 36.56 CHF | 24,000 | 24,000 | 13,908 | 13,908 | 504,942 CHF | 505,218 CHF | 99.01% | 99.01% |
12/07/2024 | 0.06% | 36.33 CHF | 36.34 CHF | 25,000 | 25,000 | 13,788 | 13,788 | 501,538 CHF | 501,813 CHF | 99.50% | 99.50% |
11/07/2024 | 0.06% | 36.35 CHF | 36.36 CHF | 25,000 | 25,000 | 13,548 | 13,548 | 503,397 CHF | 503,669 CHF | 99.27% | 99.27% |
10/07/2024 | 0.06% | 37.06 CHF | 37.07 CHF | 24,000 | 24,000 | 13,387 | 13,387 | 497,203 CHF | 497,472 CHF | 99.91% | 99.91% |
09/07/2024 | 0.06% | 37.29 CHF | 37.30 CHF | 24,000 | 24,000 | 13,442 | 13,442 | 504,460 CHF | 504,730 CHF | 99.98% | 99.98% |
08/07/2024 | 0.06% | 37.46 CHF | 37.47 CHF | 24,000 | 24,000 | 13,455 | 13,455 | 505,461 CHF | 505,731 CHF | 99.72% | 99.72% |
05/07/2024 | 0.06% | 37.55 CHF | 37.56 CHF | 24,000 | 24,000 | 13,456 | 13,456 | 501,300 CHF | 501,571 CHF | 98.58% | 98.58% |
04/07/2024 | 0.07% | 37.06 CHF | 37.08 CHF | 12,000 | 12,000 | 10,937 | 10,937 | 406,848 CHF | 407,120 CHF | 100.00% | 100.00% |
03/07/2024 | 0.06% | 37.12 CHF | 37.13 CHF | 24,000 | 24,000 | 13,555 | 13,555 | 502,530 CHF | 502,799 CHF | 96.78% | 96.78% |
02/07/2024 | 0.06% | 36.94 CHF | 36.95 CHF | 24,000 | 24,000 | 13,442 | 13,442 | 495,468 CHF | 495,737 CHF | 99.97% | 99.97% |