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 | 0.48% | 52.10 CHF | 52.35 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 787,476 CHF | 791,226 CHF | 99.38% | 99.38% |
12/07/2024 | 0.48% | 52.40 CHF | 52.65 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 775,795 CHF | 779,545 CHF | 99.38% | 99.38% |
11/07/2024 | 0.49% | 51.35 CHF | 51.60 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 767,401 CHF | 771,151 CHF | 99.37% | 99.37% |
10/07/2024 | 0.49% | 50.80 CHF | 51.05 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 756,645 CHF | 760,395 CHF | 99.38% | 99.38% |
09/07/2024 | 0.49% | 50.35 CHF | 50.60 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 760,470 CHF | 764,220 CHF | 99.37% | 99.37% |
08/07/2024 | 0.49% | 50.75 CHF | 51.00 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 758,602 CHF | 762,352 CHF | 99.37% | 99.37% |
05/07/2024 | 0.49% | 50.35 CHF | 50.60 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 764,485 CHF | 768,235 CHF | 99.34% | 99.34% |
04/07/2024 | 0.49% | 50.55 CHF | 50.80 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 757,090 CHF | 760,840 CHF | 99.17% | 99.17% |
03/07/2024 | 0.50% | 50.30 CHF | 50.55 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 753,434 CHF | 757,184 CHF | 99.17% | 99.17% |
02/07/2024 | 0.50% | 49.80 CHF | 50.05 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 743,943 CHF | 747,693 CHF | 98.67% | 98.67% |