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 | 0.38% | 55.41 CHF | 55.62 CHF | 750 | 750 | 750 | 750 | 41,496 CHF | 41,655 CHF | 100.00% | 100.00% |
12/07/2024 | 0.38% | 55.40 CHF | 55.61 CHF | 750 | 750 | 750 | 750 | 42,023 CHF | 42,182 CHF | 100.00% | 100.00% |
11/07/2024 | 0.39% | 54.51 CHF | 54.73 CHF | 750 | 750 | 750 | 750 | 41,666 CHF | 41,827 CHF | 100.00% | 100.00% |
10/07/2024 | 0.38% | 55.71 CHF | 55.92 CHF | 750 | 750 | 750 | 750 | 41,611 CHF | 41,770 CHF | 100.00% | 100.00% |
09/07/2024 | 0.39% | 55.52 CHF | 55.73 CHF | 750 | 750 | 750 | 750 | 41,592 CHF | 41,755 CHF | 100.00% | 100.00% |
08/07/2024 | 0.40% | 56.16 CHF | 56.38 CHF | 750 | 750 | 750 | 750 | 42,196 CHF | 42,366 CHF | 100.00% | 100.00% |
05/07/2024 | 0.39% | 58.57 CHF | 58.81 CHF | 750 | 750 | 750 | 750 | 45,788 CHF | 45,968 CHF | 100.00% | 100.00% |
04/07/2024 | 0.37% | 63.66 CHF | 63.89 CHF | 750 | 750 | 750 | 750 | 46,505 CHF | 46,675 CHF | 100.00% | 100.00% |
03/07/2024 | 0.39% | 58.29 CHF | 58.52 CHF | 750 | 750 | 750 | 750 | 44,279 CHF | 44,453 CHF | 100.00% | 100.00% |
02/07/2024 | 0.36% | 59.80 CHF | 60.03 CHF | 750 | 750 | 750 | 750 | 45,629 CHF | 45,793 CHF | 99.71% | 99.71% |