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 | 0.26% | 47.85 CHF | 47.98 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 48,709 CHF | 48,834 CHF | 99.50% | 99.50% |
12/07/2024 | 0.24% | 52.81 CHF | 52.94 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 51,456 CHF | 51,577 CHF | 99.51% | 99.51% |
11/07/2024 | 0.20% | 50.59 CHF | 50.69 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 48,921 CHF | 49,021 CHF | 99.42% | 99.47% |
10/07/2024 | 0.21% | 47.68 CHF | 47.77 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 44,819 CHF | 44,913 CHF | 99.50% | 99.50% |
09/07/2024 | 0.21% | 43.10 CHF | 43.20 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 43,581 CHF | 43,673 CHF | 99.58% | 99.58% |
08/07/2024 | 0.22% | 42.62 CHF | 42.71 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 43,467 CHF | 43,561 CHF | 99.57% | 99.57% |
05/07/2024 | 0.21% | 43.39 CHF | 43.48 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 45,175 CHF | 45,271 CHF | 99.54% | 99.54% |
04/07/2024 | 0.22% | 44.93 CHF | 45.03 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 44,647 CHF | 44,744 CHF | 99.52% | 99.52% |
03/07/2024 | 0.21% | 45.83 CHF | 45.93 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 45,971 CHF | 46,066 CHF | 99.50% | 99.50% |
02/07/2024 | 0.23% | 43.85 CHF | 43.95 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 43,326 CHF | 43,426 CHF | 99.59% | 99.59% |