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 | 0.79% | 55.06 CHF | 55.50 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 56,890 CHF | 57,341 CHF | 98.47% | 98.47% |
12/07/2024 | 0.79% | 57.73 CHF | 58.19 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 56,780 CHF | 57,230 CHF | 100.00% | 100.00% |
11/07/2024 | 0.79% | 55.87 CHF | 56.31 CHF | 900 | 900 | 900 | 900 | 49,286 CHF | 49,676 CHF | 86.58% | 86.58% |
10/07/2024 | 0.79% | 53.02 CHF | 53.45 CHF | 900 | 900 | 900 | 900 | 47,496 CHF | 47,873 CHF | 98.62% | 98.62% |
09/07/2024 | 0.79% | 52.42 CHF | 52.84 CHF | 900 | 900 | 900 | 900 | 47,481 CHF | 47,857 CHF | 100.00% | 100.00% |
08/07/2024 | 0.79% | 52.08 CHF | 52.49 CHF | 900 | 900 | 900 | 900 | 46,282 CHF | 46,649 CHF | 99.11% | 99.11% |
05/07/2024 | 0.79% | 52.47 CHF | 52.88 CHF | 900 | 900 | 900 | 900 | 47,294 CHF | 47,669 CHF | 100.00% | 100.00% |
04/07/2024 | 0.79% | 53.09 CHF | 53.51 CHF | 900 | 900 | 900 | 900 | 47,812 CHF | 48,191 CHF | 100.00% | 100.00% |
03/07/2024 | 0.79% | 52.59 CHF | 53.01 CHF | 900 | 900 | 900 | 900 | 46,673 CHF | 47,043 CHF | 100.00% | 100.00% |
02/07/2024 | 0.79% | 51.66 CHF | 52.07 CHF | 900 | 900 | 900 | 900 | 46,571 CHF | 46,940 CHF | 100.00% | 100.00% |