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 | 0.11% | 26.91 CHF | 26.93 CHF | 30,000 | 30,000 | 16,535 | 16,535 | 439,738 CHF | 440,169 CHF | 99.97% | 99.97% |
12/07/2024 | 0.11% | 26.58 CHF | 26.60 CHF | 30,000 | 30,000 | 16,541 | 16,541 | 439,759 CHF | 440,190 CHF | 99.98% | 99.98% |
11/07/2024 | 0.10% | 26.74 CHF | 26.76 CHF | 30,000 | 30,000 | 16,455 | 16,455 | 449,672 CHF | 450,101 CHF | 99.96% | 99.96% |
10/07/2024 | 0.10% | 27.44 CHF | 27.46 CHF | 29,000 | 29,000 | 16,315 | 16,315 | 446,986 CHF | 447,412 CHF | 99.99% | 99.99% |
09/07/2024 | 0.10% | 27.40 CHF | 27.42 CHF | 29,000 | 29,000 | 16,320 | 16,320 | 446,580 CHF | 447,007 CHF | 99.99% | 99.99% |
08/07/2024 | 0.10% | 27.27 CHF | 27.29 CHF | 29,000 | 29,000 | 16,487 | 16,487 | 449,221 CHF | 449,651 CHF | 99.81% | 99.81% |
05/07/2024 | 0.11% | 27.40 CHF | 27.42 CHF | 29,000 | 29,000 | 16,374 | 16,374 | 441,678 CHF | 442,105 CHF | 99.27% | 99.27% |
04/07/2024 | 0.11% | 26.78 CHF | 26.81 CHF | 15,000 | 15,000 | 13,405 | 13,405 | 358,635 CHF | 359,038 CHF | 100.00% | 100.00% |
03/07/2024 | 0.11% | 26.68 CHF | 26.70 CHF | 30,000 | 30,000 | 16,533 | 16,533 | 440,489 CHF | 440,920 CHF | 99.99% | 99.99% |
02/07/2024 | 0.10% | 26.41 CHF | 26.43 CHF | 30,000 | 30,000 | 16,534 | 16,534 | 433,978 CHF | 434,376 CHF | 99.97% | 99.97% |