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 | 0.16% | 31.75 CHF | 31.80 CHF | 151,300 | 151,300 | 151,300 | 151,300 | 4,673,560 CHF | 4,681,120 CHF | 100.00% | 100.00% |
12/07/2024 | 0.17% | 31.05 CHF | 31.10 CHF | 153,900 | 153,900 | 153,900 | 153,900 | 4,599,800 CHF | 4,607,490 CHF | 100.00% | 100.00% |
11/07/2024 | 0.15% | 30.85 CHF | 30.90 CHF | 143,200 | 143,200 | 143,200 | 143,200 | 4,639,780 CHF | 4,646,940 CHF | 99.99% | 99.99% |
10/07/2024 | 0.16% | 31.75 CHF | 31.80 CHF | 147,700 | 147,700 | 147,700 | 147,700 | 4,691,390 CHF | 4,698,770 CHF | 100.00% | 100.00% |
09/07/2024 | 0.16% | 31.55 CHF | 31.60 CHF | 148,000 | 148,000 | 147,835 | 147,835 | 4,687,680 CHF | 4,695,080 CHF | 100.00% | 100.00% |
08/07/2024 | 0.16% | 31.10 CHF | 31.15 CHF | 148,800 | 148,800 | 148,800 | 148,800 | 4,602,250 CHF | 4,609,690 CHF | 100.00% | 100.00% |
05/07/2024 | 0.17% | 30.75 CHF | 30.80 CHF | 153,200 | 153,200 | 153,182 | 153,182 | 4,602,690 CHF | 4,610,350 CHF | 99.75% | 99.75% |
04/07/2024 | 0.17% | 29.70 CHF | 29.75 CHF | 76,600 | 76,600 | 136,458 | 136,458 | 4,067,180 CHF | 4,074,010 CHF | 100.00% | 100.00% |
03/07/2024 | 0.17% | 29.50 CHF | 29.55 CHF | 157,100 | 157,100 | 157,100 | 157,100 | 4,564,550 CHF | 4,572,400 CHF | 100.00% | 100.00% |
02/07/2024 | 0.18% | 28.30 CHF | 28.35 CHF | 161,700 | 161,700 | 161,700 | 161,700 | 4,449,210 CHF | 4,457,300 CHF | 100.00% | 100.00% |