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% | 44.03 CHF | 44.05 CHF | 33,000 | 33,000 | 15,010 | 15,010 | 660,288 CHF | 660,641 CHF | 97.61% | 97.61% |
12/07/2024 | 0.06% | 44.28 CHF | 44.30 CHF | 33,000 | 33,000 | 14,837 | 14,837 | 645,850 CHF | 646,201 CHF | 99.61% | 99.61% |
11/07/2024 | 0.06% | 44.02 CHF | 44.04 CHF | 33,000 | 33,000 | 13,944 | 13,944 | 633,497 CHF | 633,825 CHF | 98.86% | 98.86% |
10/07/2024 | 0.06% | 45.60 CHF | 45.62 CHF | 30,000 | 30,000 | 14,283 | 14,283 | 647,802 CHF | 648,141 CHF | 99.91% | 99.91% |
09/07/2024 | 0.06% | 44.79 CHF | 44.81 CHF | 33,000 | 33,000 | 14,924 | 14,924 | 664,093 CHF | 664,445 CHF | 99.67% | 99.67% |
08/07/2024 | 0.06% | 43.39 CHF | 43.41 CHF | 33,000 | 33,000 | 14,890 | 14,890 | 641,281 CHF | 641,633 CHF | 99.84% | 99.84% |
05/07/2024 | 0.06% | 42.98 CHF | 43.00 CHF | 33,000 | 33,000 | 14,798 | 14,798 | 640,703 CHF | 641,053 CHF | 98.69% | 98.69% |
04/07/2024 | 0.06% | 43.34 CHF | 43.36 CHF | 10,000 | 10,000 | 9,989 | 9,989 | 432,820 CHF | 433,073 CHF | 97.83% | 97.83% |
03/07/2024 | 0.06% | 42.61 CHF | 42.63 CHF | 33,000 | 33,000 | 15,318 | 15,318 | 635,484 CHF | 635,851 CHF | 95.86% | 95.86% |
02/07/2024 | 0.06% | 41.47 CHF | 41.49 CHF | 35,000 | 35,000 | 15,340 | 15,340 | 639,883 CHF | 640,248 CHF | 96.82% | 96.82% |