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 | 0.10% | 27.18 CHF | 27.20 CHF | 30,000 | 30,000 | 16,538 | 16,538 | 444,337 CHF | 444,768 CHF | 99.99% | 99.99% |
12/07/2024 | 0.11% | 26.86 CHF | 26.88 CHF | 30,000 | 30,000 | 16,542 | 16,542 | 444,291 CHF | 444,722 CHF | 99.99% | 99.99% |
11/07/2024 | 0.10% | 27.01 CHF | 27.03 CHF | 30,000 | 30,000 | 16,454 | 16,454 | 454,144 CHF | 454,574 CHF | 99.95% | 99.95% |
10/07/2024 | 0.10% | 27.71 CHF | 27.73 CHF | 29,000 | 29,000 | 16,315 | 16,315 | 451,468 CHF | 451,895 CHF | 99.99% | 99.99% |
09/07/2024 | 0.10% | 27.68 CHF | 27.70 CHF | 29,000 | 29,000 | 16,321 | 16,321 | 451,098 CHF | 451,525 CHF | 100.00% | 100.00% |
08/07/2024 | 0.10% | 27.55 CHF | 27.57 CHF | 29,000 | 29,000 | 16,487 | 16,487 | 453,739 CHF | 454,170 CHF | 99.81% | 99.81% |
05/07/2024 | 0.10% | 27.67 CHF | 27.69 CHF | 29,000 | 29,000 | 16,375 | 16,375 | 446,215 CHF | 446,642 CHF | 99.28% | 99.28% |
04/07/2024 | 0.11% | 27.06 CHF | 27.09 CHF | 15,000 | 15,000 | 13,405 | 13,405 | 362,331 CHF | 362,733 CHF | 100.00% | 100.00% |
03/07/2024 | 0.10% | 26.95 CHF | 26.97 CHF | 30,000 | 30,000 | 16,535 | 16,535 | 445,082 CHF | 445,513 CHF | 100.00% | 100.00% |
02/07/2024 | 0.10% | 26.69 CHF | 26.71 CHF | 30,000 | 30,000 | 16,536 | 16,536 | 438,602 CHF | 439,000 CHF | 99.99% | 99.99% |