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 | 0.45% | 63.26 CHF | 63.54 CHF | 6,000 | 6,000 | 5,984 | 5,984 | 378,529 CHF | 380,247 CHF | 100.00% | 100.00% |
12/07/2024 | 0.45% | 63.26 CHF | 63.54 CHF | 6,000 | 6,000 | 6,025 | 6,025 | 381,021 CHF | 382,751 CHF | 100.00% | 100.00% |
11/07/2024 | 0.45% | 63.26 CHF | 63.54 CHF | 6,100 | 6,100 | 6,100 | 6,100 | 384,955 CHF | 386,706 CHF | 100.00% | 100.00% |
10/07/2024 | 0.45% | 63.06 CHF | 63.34 CHF | 6,200 | 6,200 | 6,200 | 6,200 | 390,953 CHF | 392,733 CHF | 100.00% | 100.00% |
09/07/2024 | 0.45% | 63.06 CHF | 63.34 CHF | 6,200 | 6,200 | 6,112 | 6,112 | 385,434 CHF | 387,189 CHF | 100.00% | 100.00% |
08/07/2024 | 0.45% | 63.06 CHF | 63.34 CHF | 6,100 | 6,100 | 6,112 | 6,112 | 385,699 CHF | 387,454 CHF | 100.00% | 100.00% |
05/07/2024 | 0.45% | 63.06 CHF | 63.34 CHF | 6,200 | 6,200 | 6,194 | 6,194 | 390,604 CHF | 392,382 CHF | 100.00% | 100.00% |
04/07/2024 | 0.45% | 63.06 CHF | 63.34 CHF | 6,200 | 6,200 | 6,200 | 6,200 | 390,929 CHF | 392,708 CHF | 99.46% | 99.46% |
03/07/2024 | 0.45% | 63.06 CHF | 63.34 CHF | 6,300 | 6,300 | 6,305 | 6,305 | 397,572 CHF | 399,382 CHF | 100.00% | 100.00% |
02/07/2024 | 0.46% | 62.86 CHF | 63.14 CHF | 6,400 | 6,400 | 6,400 | 6,400 | 402,301 CHF | 404,138 CHF | 100.00% | 100.00% |