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 | 0.46% | 32.40 CHF | 32.55 CHF | 20,000 | 20,000 | 20,000 | 19,999 | 647,202 CHF | 650,153 CHF | 99.38% | 99.38% |
12/07/2024 | 0.46% | 33.10 CHF | 33.25 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 654,004 CHF | 657,004 CHF | 99.39% | 99.39% |
11/07/2024 | 0.47% | 32.75 CHF | 32.90 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 641,213 CHF | 644,213 CHF | 99.38% | 99.38% |
10/07/2024 | 0.47% | 31.55 CHF | 31.70 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 631,379 CHF | 634,379 CHF | 99.39% | 99.39% |
09/07/2024 | 0.48% | 30.60 CHF | 30.75 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 622,581 CHF | 625,581 CHF | 99.38% | 99.38% |
08/07/2024 | 0.46% | 32.35 CHF | 32.50 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 652,422 CHF | 655,422 CHF | 99.36% | 99.36% |
05/07/2024 | 0.44% | 33.25 CHF | 33.40 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 674,123 CHF | 677,123 CHF | 99.36% | 99.36% |
04/07/2024 | 0.45% | 33.45 CHF | 33.60 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 671,957 CHF | 674,957 CHF | 99.17% | 99.17% |
03/07/2024 | 0.45% | 33.55 CHF | 33.70 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 667,269 CHF | 670,269 CHF | 99.17% | 99.17% |
02/07/2024 | 0.47% | 32.55 CHF | 32.70 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 642,743 CHF | 645,743 CHF | 98.67% | 98.67% |