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 | 0.03% | 36.44 CHF | 36.45 CHF | 50,000 | 50,000 | 20,773 | 20,773 | 755,847 CHF | 756,055 CHF | 95.85% | 95.85% |
12/07/2024 | 0.09% | 36.69 CHF | 36.70 CHF | 50,000 | 50,000 | 14,117 | 14,117 | 510,359 CHF | 510,530 CHF | 97.65% | 97.65% |
11/07/2024 | 0.03% | 36.47 CHF | 36.48 CHF | 50,000 | 50,000 | 20,878 | 20,878 | 789,421 CHF | 789,630 CHF | 96.34% | 96.34% |
10/07/2024 | 0.03% | 37.97 CHF | 37.98 CHF | 50,000 | 50,000 | 20,749 | 20,749 | 783,617 CHF | 783,825 CHF | 97.28% | 97.28% |
09/07/2024 | 0.03% | 37.18 CHF | 37.19 CHF | 50,000 | 50,000 | 20,761 | 20,761 | 767,874 CHF | 768,081 CHF | 97.97% | 97.97% |
08/07/2024 | 0.03% | 35.78 CHF | 35.79 CHF | 50,000 | 50,000 | 20,767 | 20,767 | 739,010 CHF | 739,218 CHF | 97.79% | 97.79% |
05/07/2024 | 0.03% | 35.39 CHF | 35.40 CHF | 50,000 | 50,000 | 20,864 | 20,864 | 743,975 CHF | 744,183 CHF | 96.05% | 96.05% |
04/07/2024 | 0.14% | 35.59 CHF | 35.64 CHF | 1,250 | 1,250 | 1,250 | 1,250 | 44,469 CHF | 44,532 CHF | 97.98% | 97.98% |
03/07/2024 | 0.03% | 34.98 CHF | 34.99 CHF | 50,000 | 50,000 | 21,164 | 21,164 | 718,150 CHF | 718,361 CHF | 93.56% | 93.56% |
02/07/2024 | 0.03% | 33.84 CHF | 33.85 CHF | 50,000 | 50,000 | 20,798 | 20,798 | 708,431 CHF | 708,639 CHF | 97.64% | 97.64% |