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% | 62.15 CHF | 62.45 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 624,242 CHF | 627,242 CHF | 99.38% | 99.38% |
12/07/2024 | 0.48% | 62.90 CHF | 63.20 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 622,474 CHF | 625,474 CHF | 90.88% | 90.88% |
11/07/2024 | 0.49% | 62.35 CHF | 62.65 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 616,448 CHF | 619,448 CHF | 99.36% | 99.36% |
10/07/2024 | 0.49% | 61.10 CHF | 61.40 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 609,630 CHF | 612,630 CHF | 99.35% | 99.35% |
09/07/2024 | 0.49% | 60.75 CHF | 61.05 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 612,464 CHF | 615,464 CHF | 67.71% | 67.71% |
08/07/2024 | 0.49% | 61.45 CHF | 61.75 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 614,114 CHF | 617,114 CHF | 99.37% | 99.37% |
05/07/2024 | 0.48% | 61.95 CHF | 62.25 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 624,109 CHF | 627,109 CHF | 99.07% | 99.07% |
04/07/2024 | 0.48% | 61.95 CHF | 62.25 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 620,455 CHF | 623,455 CHF | 98.56% | 98.56% |
03/07/2024 | 0.49% | 61.65 CHF | 61.95 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 612,870 CHF | 615,870 CHF | 99.34% | 99.34% |
02/07/2024 | 0.50% | 60.20 CHF | 60.50 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 599,770 CHF | 602,770 CHF | 99.37% | 99.37% |