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 | 0.15% | 49.32 CHF | 49.39 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 2,162,620 CHF | 2,165,770 CHF | 100.00% | 100.00% |
12/07/2024 | 0.15% | 48.26 CHF | 48.33 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 2,095,730 CHF | 2,098,880 CHF | 100.00% | 100.00% |
11/07/2024 | 0.16% | 48.06 CHF | 48.14 CHF | 45,000 | 45,000 | 44,901 | 44,901 | 2,265,150 CHF | 2,268,740 CHF | 100.00% | 100.00% |
10/07/2024 | 0.16% | 49.40 CHF | 49.48 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 2,224,440 CHF | 2,228,040 CHF | 100.00% | 100.00% |
09/07/2024 | 0.16% | 49.10 CHF | 49.18 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 2,221,580 CHF | 2,225,180 CHF | 100.00% | 100.00% |
08/07/2024 | 0.15% | 48.32 CHF | 48.39 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 2,165,920 CHF | 2,169,070 CHF | 100.00% | 100.00% |
05/07/2024 | 0.15% | 47.79 CHF | 47.86 CHF | 45,000 | 45,000 | 44,897 | 44,897 | 2,103,180 CHF | 2,106,330 CHF | 100.00% | 100.00% |
04/07/2024 | 0.15% | 46.34 CHF | 46.41 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 2,092,310 CHF | 2,095,460 CHF | 97.80% | 97.80% |
03/07/2024 | 0.16% | 45.87 CHF | 45.94 CHF | 50,000 | 50,000 | 49,886 | 49,886 | 2,257,780 CHF | 2,261,280 CHF | 98.19% | 98.19% |
02/07/2024 | 0.16% | 43.99 CHF | 44.06 CHF | 50,000 | 50,000 | 49,967 | 49,967 | 2,141,790 CHF | 2,145,290 CHF | 98.32% | 98.32% |