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% | 42.99 CHF | 43.01 CHF | 33,000 | 33,000 | 15,016 | 15,016 | 644,905 CHF | 645,258 CHF | 97.68% | 97.68% |
12/07/2024 | 0.06% | 43.24 CHF | 43.26 CHF | 33,000 | 33,000 | 14,841 | 14,841 | 630,546 CHF | 630,897 CHF | 99.61% | 99.61% |
11/07/2024 | 0.06% | 42.99 CHF | 43.01 CHF | 33,000 | 33,000 | 14,018 | 14,018 | 622,373 CHF | 622,703 CHF | 99.27% | 99.27% |
10/07/2024 | 0.06% | 44.56 CHF | 44.58 CHF | 30,000 | 30,000 | 14,294 | 14,294 | 633,459 CHF | 633,798 CHF | 99.98% | 99.98% |
09/07/2024 | 0.06% | 43.75 CHF | 43.77 CHF | 33,000 | 33,000 | 14,943 | 14,943 | 649,376 CHF | 649,728 CHF | 99.42% | 99.42% |
08/07/2024 | 0.06% | 42.34 CHF | 42.36 CHF | 33,000 | 33,000 | 14,903 | 14,903 | 626,225 CHF | 626,577 CHF | 99.91% | 99.91% |
05/07/2024 | 0.06% | 41.94 CHF | 41.96 CHF | 33,000 | 33,000 | 14,838 | 14,838 | 626,899 CHF | 627,249 CHF | 98.91% | 98.91% |
04/07/2024 | 0.06% | 42.29 CHF | 42.31 CHF | 10,000 | 10,000 | 9,989 | 9,989 | 422,353 CHF | 422,606 CHF | 98.11% | 98.11% |
03/07/2024 | 0.06% | 41.56 CHF | 41.58 CHF | 33,000 | 33,000 | 15,828 | 15,828 | 640,264 CHF | 640,639 CHF | 97.06% | 97.06% |
02/07/2024 | 0.06% | 40.42 CHF | 40.44 CHF | 35,000 | 35,000 | 15,742 | 15,742 | 639,852 CHF | 640,223 CHF | 99.93% | 99.93% |