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% | 55.50 CHF | 55.67 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 111,411 CHF | 111,759 CHF | 99.53% | 99.53% |
12/07/2024 | 0.30% | 56.49 CHF | 56.66 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 110,897 CHF | 111,235 CHF | 99.51% | 99.51% |
11/07/2024 | 0.25% | 54.01 CHF | 54.14 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 107,085 CHF | 107,351 CHF | 99.43% | 99.48% |
10/07/2024 | 0.25% | 52.73 CHF | 52.86 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 103,829 CHF | 104,087 CHF | 99.55% | 99.55% |
09/07/2024 | 0.26% | 50.84 CHF | 50.97 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 103,440 CHF | 103,705 CHF | 99.53% | 99.53% |
08/07/2024 | 0.25% | 53.06 CHF | 53.19 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 105,545 CHF | 105,807 CHF | 99.50% | 99.50% |
05/07/2024 | 0.25% | 51.09 CHF | 51.22 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 104,843 CHF | 105,107 CHF | 99.54% | 99.54% |
04/07/2024 | 0.25% | 52.38 CHF | 52.51 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 104,380 CHF | 104,639 CHF | 99.52% | 99.52% |
03/07/2024 | 0.25% | 50.92 CHF | 51.04 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 100,732 CHF | 100,987 CHF | 99.49% | 99.55% |
02/07/2024 | 0.26% | 49.81 CHF | 49.94 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 98,640 CHF | 98,900 CHF | 99.35% | 99.35% |