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 | 0.24% | 64.40 CHF | 64.55 CHF | 500 | 500 | 500 | 500 | 32,152 CHF | 32,230 CHF | 100.00% | 100.00% |
12/07/2024 | 0.23% | 66.52 CHF | 66.67 CHF | 500 | 500 | 500 | 500 | 32,814 CHF | 32,890 CHF | 100.00% | 100.00% |
11/07/2024 | 0.24% | 65.16 CHF | 65.31 CHF | 500 | 500 | 500 | 500 | 32,802 CHF | 32,880 CHF | 100.00% | 100.00% |
10/07/2024 | 0.23% | 64.85 CHF | 64.99 CHF | 500 | 500 | 500 | 500 | 31,678 CHF | 31,750 CHF | 100.00% | 100.00% |
09/07/2024 | 0.25% | 59.39 CHF | 59.54 CHF | 500 | 500 | 500 | 500 | 30,497 CHF | 30,572 CHF | 100.00% | 100.00% |
08/07/2024 | 0.23% | 64.15 CHF | 64.30 CHF | 500 | 500 | 500 | 500 | 32,954 CHF | 33,029 CHF | 100.00% | 100.00% |
05/07/2024 | 0.24% | 62.59 CHF | 62.75 CHF | 500 | 500 | 500 | 500 | 32,100 CHF | 32,179 CHF | 100.00% | 100.00% |
04/07/2024 | 0.22% | 67.25 CHF | 67.40 CHF | 500 | 500 | 500 | 500 | 33,109 CHF | 33,183 CHF | 100.00% | 100.00% |
03/07/2024 | 0.23% | 61.75 CHF | 61.89 CHF | 750 | 750 | 750 | 750 | 45,264 CHF | 45,368 CHF | 100.00% | 100.00% |
02/07/2024 | 0.26% | 57.14 CHF | 57.29 CHF | 500 | 500 | 500 | 500 | 28,513 CHF | 28,588 CHF | 99.78% | 99.78% |