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 | 0.31% | 61.72 CHF | 61.92 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 635,293 CHF | 637,293 CHF | 100.00% | 100.00% |
12/07/2024 | 0.30% | 66.34 CHF | 66.53 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 631,544 CHF | 633,444 CHF | 100.00% | 100.00% |
11/07/2024 | 0.30% | 61.51 CHF | 61.69 CHF | 10,000 | 10,000 | 9,954 | 9,954 | 608,497 CHF | 610,293 CHF | 100.00% | 100.00% |
10/07/2024 | 0.29% | 59.41 CHF | 59.58 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 577,137 CHF | 578,837 CHF | 100.00% | 100.00% |
09/07/2024 | 0.32% | 55.57 CHF | 55.75 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 582,162 CHF | 584,016 CHF | 100.00% | 100.00% |
08/07/2024 | 0.30% | 60.96 CHF | 61.15 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 627,883 CHF | 629,783 CHF | 100.00% | 100.00% |
05/07/2024 | 0.30% | 61.28 CHF | 61.47 CHF | 10,000 | 10,000 | 9,974 | 9,974 | 631,548 CHF | 633,445 CHF | 100.00% | 100.00% |
04/07/2024 | 0.31% | 62.44 CHF | 62.63 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 620,700 CHF | 622,600 CHF | 100.00% | 100.00% |
03/07/2024 | 0.30% | 60.67 CHF | 60.85 CHF | 10,000 | 10,000 | 9,976 | 9,976 | 600,727 CHF | 602,506 CHF | 100.00% | 100.00% |
02/07/2024 | 0.33% | 56.27 CHF | 56.45 CHF | 10,000 | 10,000 | 9,977 | 9,977 | 549,671 CHF | 551,468 CHF | 100.00% | 100.00% |