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% | 41.60 CHF | 41.80 CHF | 20,000 | 15,000 | 20,000 | 15,000 | 833,751 CHF | 628,313 CHF | 99.37% | 99.37% |
12/07/2024 | 0.48% | 41.65 CHF | 41.85 CHF | 20,000 | 15,000 | 20,000 | 15,000 | 832,563 CHF | 627,423 CHF | 99.39% | 99.39% |
11/07/2024 | 0.48% | 41.60 CHF | 41.80 CHF | 20,000 | 15,000 | 20,000 | 15,000 | 828,321 CHF | 624,241 CHF | 99.38% | 99.38% |
10/07/2024 | 0.49% | 41.15 CHF | 41.35 CHF | 20,000 | 15,000 | 20,000 | 15,000 | 821,021 CHF | 618,766 CHF | 99.39% | 99.39% |
09/07/2024 | 0.49% | 40.70 CHF | 40.90 CHF | 20,000 | 15,000 | 20,000 | 15,000 | 816,899 CHF | 615,674 CHF | 99.37% | 99.37% |
08/07/2024 | 0.48% | 41.50 CHF | 41.70 CHF | 20,000 | 15,000 | 20,000 | 15,000 | 829,932 CHF | 625,449 CHF | 99.21% | 99.21% |
05/07/2024 | 0.48% | 41.55 CHF | 41.75 CHF | 20,000 | 15,000 | 20,000 | 15,000 | 832,964 CHF | 627,723 CHF | 99.36% | 99.36% |
04/07/2024 | 0.48% | 41.70 CHF | 41.90 CHF | 20,000 | 15,000 | 20,000 | 15,000 | 832,790 CHF | 627,592 CHF | 99.17% | 99.17% |
03/07/2024 | 0.48% | 41.60 CHF | 41.80 CHF | 20,000 | 15,000 | 20,000 | 15,000 | 831,695 CHF | 626,771 CHF | 99.17% | 99.17% |
02/07/2024 | 0.48% | 41.35 CHF | 41.55 CHF | 20,000 | 15,000 | 20,000 | 15,000 | 823,421 CHF | 620,565 CHF | 98.66% | 98.66% |