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% | 52.05 CHF | 52.30 CHF | 20,000 | 15,000 | 20,000 | 15,000 | 1,048,010 CHF | 789,757 CHF | 99.38% | 99.38% |
12/07/2024 | 0.48% | 52.30 CHF | 52.55 CHF | 20,000 | 15,000 | 20,000 | 15,000 | 1,032,450 CHF | 778,086 CHF | 99.38% | 99.38% |
11/07/2024 | 0.49% | 51.25 CHF | 51.50 CHF | 20,000 | 15,000 | 20,000 | 15,000 | 1,021,250 CHF | 769,689 CHF | 99.35% | 99.35% |
10/07/2024 | 0.50% | 50.75 CHF | 51.00 CHF | 20,000 | 15,000 | 20,000 | 15,000 | 1,006,780 CHF | 758,838 CHF | 99.38% | 99.38% |
09/07/2024 | 0.49% | 50.30 CHF | 50.55 CHF | 20,000 | 15,000 | 20,000 | 15,000 | 1,011,790 CHF | 762,595 CHF | 99.37% | 99.37% |
08/07/2024 | 0.49% | 50.60 CHF | 50.85 CHF | 20,000 | 15,000 | 20,000 | 15,000 | 1,009,290 CHF | 760,717 CHF | 99.35% | 99.35% |
05/07/2024 | 0.49% | 50.25 CHF | 50.50 CHF | 20,000 | 15,000 | 20,000 | 15,000 | 1,017,210 CHF | 766,659 CHF | 99.34% | 99.34% |
04/07/2024 | 0.49% | 50.95 CHF | 51.20 CHF | 20,000 | 15,000 | 20,000 | 15,000 | 1,017,370 CHF | 766,774 CHF | 99.17% | 99.17% |
03/07/2024 | 0.49% | 50.70 CHF | 50.95 CHF | 20,000 | 15,000 | 20,000 | 15,000 | 1,012,290 CHF | 762,968 CHF | 99.17% | 99.17% |
02/07/2024 | 0.50% | 50.15 CHF | 50.40 CHF | 20,000 | 15,000 | 20,000 | 15,000 | 999,482 CHF | 753,362 CHF | 98.66% | 98.66% |