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 | 0.46% | 42.55 CHF | 42.75 CHF | 1,200 | 1,200 | 1,169 | 1,169 | 50,171 CHF | 50,405 CHF | 99.99% | 99.99% |
12/07/2024 | 0.44% | 46.15 CHF | 46.35 CHF | 1,200 | 1,200 | 1,169 | 1,169 | 53,497 CHF | 53,731 CHF | 100.00% | 100.00% |
11/07/2024 | 0.44% | 44.90 CHF | 45.10 CHF | 1,200 | 1,200 | 1,169 | 1,169 | 53,203 CHF | 53,437 CHF | 99.98% | 99.98% |
10/07/2024 | 0.45% | 45.55 CHF | 45.75 CHF | 1,200 | 1,200 | 1,199 | 1,199 | 53,314 CHF | 53,554 CHF | 100.00% | 100.00% |
09/07/2024 | 0.44% | 43.85 CHF | 44.05 CHF | 1,200 | 1,200 | 1,169 | 1,169 | 53,003 CHF | 53,237 CHF | 99.99% | 99.99% |
08/07/2024 | 0.44% | 45.50 CHF | 45.70 CHF | 1,200 | 1,200 | 1,169 | 1,169 | 53,611 CHF | 53,845 CHF | 100.00% | 100.00% |
05/07/2024 | 0.42% | 46.65 CHF | 46.85 CHF | 1,200 | 1,200 | 1,169 | 1,169 | 55,607 CHF | 55,841 CHF | 99.81% | 99.81% |
04/07/2024 | 0.43% | 46.20 CHF | 46.40 CHF | 1,200 | 1,200 | 1,169 | 1,169 | 53,797 CHF | 54,030 CHF | 99.49% | 99.49% |
03/07/2024 | 0.45% | 45.20 CHF | 45.40 CHF | 1,300 | 1,300 | 1,266 | 1,266 | 56,100 CHF | 56,354 CHF | 99.36% | 99.36% |
02/07/2024 | 0.39% | 40.60 CHF | 40.80 CHF | 1,400 | 1,400 | 1,364 | 1,364 | 52,979 CHF | 53,187 CHF | 99.98% | 99.98% |