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% | 42.94 CHF | 42.96 CHF | 33,000 | 33,000 | 15,010 | 15,010 | 643,775 CHF | 644,128 CHF | 97.64% | 97.64% |
12/07/2024 | 0.06% | 43.18 CHF | 43.20 CHF | 33,000 | 33,000 | 14,839 | 14,839 | 629,666 CHF | 630,017 CHF | 99.63% | 99.63% |
11/07/2024 | 0.06% | 42.93 CHF | 42.95 CHF | 33,000 | 33,000 | 13,935 | 13,935 | 617,814 CHF | 618,143 CHF | 98.81% | 98.81% |
10/07/2024 | 0.06% | 44.50 CHF | 44.52 CHF | 30,000 | 30,000 | 14,284 | 14,284 | 632,150 CHF | 632,489 CHF | 99.91% | 99.91% |
09/07/2024 | 0.06% | 43.69 CHF | 43.71 CHF | 33,000 | 33,000 | 14,924 | 14,924 | 647,662 CHF | 648,014 CHF | 99.66% | 99.66% |
08/07/2024 | 0.06% | 42.29 CHF | 42.31 CHF | 33,000 | 33,000 | 14,894 | 14,894 | 625,076 CHF | 625,427 CHF | 99.81% | 99.81% |
05/07/2024 | 0.06% | 41.88 CHF | 41.90 CHF | 33,000 | 33,000 | 14,797 | 14,797 | 624,378 CHF | 624,728 CHF | 98.69% | 98.69% |
04/07/2024 | 0.06% | 42.24 CHF | 42.26 CHF | 10,000 | 10,000 | 9,989 | 9,989 | 421,848 CHF | 422,101 CHF | 97.83% | 97.83% |
03/07/2024 | 0.06% | 41.51 CHF | 41.53 CHF | 33,000 | 33,000 | 15,338 | 15,338 | 619,407 CHF | 619,774 CHF | 95.97% | 95.97% |
02/07/2024 | 0.06% | 40.37 CHF | 40.39 CHF | 35,000 | 35,000 | 15,337 | 15,337 | 622,800 CHF | 623,165 CHF | 96.83% | 96.83% |