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 | 0.49% | 30.45 CHF | 30.60 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 610,872 CHF | 613,872 CHF | 99.38% | 99.38% |
12/07/2024 | 0.49% | 30.90 CHF | 31.05 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 613,308 CHF | 616,308 CHF | 99.38% | 99.38% |
11/07/2024 | 0.49% | 30.70 CHF | 30.85 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 605,444 CHF | 608,444 CHF | 99.37% | 99.37% |
10/07/2024 | 0.50% | 30.00 CHF | 30.15 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 600,125 CHF | 603,125 CHF | 99.38% | 99.38% |
09/07/2024 | 0.50% | 29.45 CHF | 29.60 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 594,920 CHF | 597,920 CHF | 99.38% | 99.38% |
08/07/2024 | 0.49% | 30.55 CHF | 30.70 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 614,792 CHF | 617,792 CHF | 99.36% | 99.36% |
05/07/2024 | 0.47% | 31.25 CHF | 31.40 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 630,904 CHF | 633,904 CHF | 99.35% | 99.35% |
04/07/2024 | 0.48% | 31.45 CHF | 31.60 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 628,753 CHF | 631,753 CHF | 99.17% | 99.17% |
03/07/2024 | 0.48% | 31.40 CHF | 31.55 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 625,776 CHF | 628,776 CHF | 99.17% | 99.17% |
02/07/2024 | 0.49% | 30.75 CHF | 30.90 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 610,080 CHF | 613,080 CHF | 98.67% | 98.67% |