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% | 51.10 CHF | 51.35 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 514,711 CHF | 517,211 CHF | 99.37% | 99.37% |
12/07/2024 | 0.49% | 51.35 CHF | 51.60 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 507,003 CHF | 509,503 CHF | 99.39% | 99.39% |
11/07/2024 | 0.50% | 50.35 CHF | 50.60 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 501,859 CHF | 504,359 CHF | 99.36% | 99.36% |
10/07/2024 | 0.50% | 49.85 CHF | 50.10 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 495,514 CHF | 498,014 CHF | 99.37% | 99.37% |
09/07/2024 | 0.50% | 49.50 CHF | 49.75 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 497,943 CHF | 500,443 CHF | 99.37% | 99.37% |
08/07/2024 | 0.50% | 49.80 CHF | 50.05 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 496,676 CHF | 499,176 CHF | 99.36% | 99.36% |
05/07/2024 | 0.50% | 49.45 CHF | 49.70 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 500,556 CHF | 503,056 CHF | 99.34% | 99.34% |
04/07/2024 | 0.50% | 50.15 CHF | 50.40 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 500,895 CHF | 503,395 CHF | 99.17% | 99.17% |
03/07/2024 | 0.50% | 49.95 CHF | 50.20 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 498,312 CHF | 500,812 CHF | 99.17% | 99.17% |
02/07/2024 | 0.51% | 49.50 CHF | 49.75 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 493,431 CHF | 495,931 CHF | 98.66% | 98.66% |