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 | 0.07% | 35.77 CHF | 35.78 CHF | 24,000 | 24,000 | 13,910 | 13,910 | 494,085 CHF | 494,362 CHF | 99.03% | 99.03% |
12/07/2024 | 0.07% | 35.55 CHF | 35.56 CHF | 25,000 | 25,000 | 13,833 | 13,833 | 492,304 CHF | 492,580 CHF | 99.67% | 99.67% |
11/07/2024 | 0.06% | 35.56 CHF | 35.57 CHF | 25,000 | 25,000 | 13,518 | 13,518 | 491,631 CHF | 491,902 CHF | 99.51% | 99.51% |
10/07/2024 | 0.06% | 36.27 CHF | 36.28 CHF | 24,000 | 24,000 | 13,437 | 13,437 | 488,468 CHF | 488,738 CHF | 99.97% | 99.97% |
09/07/2024 | 0.06% | 36.50 CHF | 36.51 CHF | 24,000 | 24,000 | 13,444 | 13,444 | 493,969 CHF | 494,239 CHF | 100.00% | 100.00% |
08/07/2024 | 0.06% | 36.67 CHF | 36.68 CHF | 24,000 | 24,000 | 13,441 | 13,441 | 494,348 CHF | 494,618 CHF | 99.98% | 99.98% |
05/07/2024 | 0.06% | 36.76 CHF | 36.77 CHF | 24,000 | 24,000 | 13,468 | 13,468 | 491,161 CHF | 491,432 CHF | 98.55% | 98.55% |
04/07/2024 | 0.07% | 36.27 CHF | 36.29 CHF | 12,000 | 12,000 | 10,937 | 10,937 | 398,220 CHF | 398,492 CHF | 100.00% | 100.00% |
03/07/2024 | 0.06% | 36.33 CHF | 36.34 CHF | 24,000 | 24,000 | 13,554 | 13,554 | 491,780 CHF | 492,049 CHF | 96.77% | 96.77% |
02/07/2024 | 0.06% | 36.15 CHF | 36.16 CHF | 24,000 | 24,000 | 13,441 | 13,441 | 484,790 CHF | 485,060 CHF | 99.96% | 99.96% |