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 | 0.17% | 29.05 CHF | 29.10 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 287,759 CHF | 288,255 CHF | 100.00% | 100.00% |
12/07/2024 | 0.17% | 29.20 CHF | 29.25 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 287,811 CHF | 288,307 CHF | 100.00% | 100.00% |
11/07/2024 | 0.17% | 28.85 CHF | 28.90 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 285,869 CHF | 286,364 CHF | 99.83% | 99.83% |
10/07/2024 | 0.18% | 28.80 CHF | 28.85 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 283,307 CHF | 283,803 CHF | 100.00% | 100.00% |
09/07/2024 | 0.18% | 28.30 CHF | 28.35 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 282,015 CHF | 282,511 CHF | 99.85% | 99.85% |
08/07/2024 | 0.18% | 28.55 CHF | 28.60 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 283,792 CHF | 284,287 CHF | 99.88% | 99.88% |
05/07/2024 | 0.18% | 28.45 CHF | 28.50 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 283,925 CHF | 284,419 CHF | 99.83% | 99.83% |
04/07/2024 | 0.18% | 28.60 CHF | 28.65 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 282,949 CHF | 283,443 CHF | 100.00% | 100.00% |
03/07/2024 | 0.18% | 28.40 CHF | 28.45 CHF | 10,000 | 10,000 | 9,907 | 9,906 | 281,225 CHF | 281,703 CHF | 100.00% | 100.00% |
02/07/2024 | 0.18% | 27.95 CHF | 28.00 CHF | 10,000 | 10,000 | 9,907 | 9,906 | 275,992 CHF | 276,470 CHF | 100.00% | 100.00% |