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 | 0.18% | 28.10 CHF | 28.15 CHF | 5,700 | 5,700 | 5,647 | 5,647 | 159,522 CHF | 159,805 CHF | 100.00% | 100.00% |
12/07/2024 | 0.18% | 28.15 CHF | 28.20 CHF | 5,700 | 5,700 | 5,652 | 5,652 | 158,787 CHF | 159,070 CHF | 100.00% | 100.00% |
11/07/2024 | 0.18% | 28.30 CHF | 28.35 CHF | 5,700 | 5,700 | 5,647 | 5,647 | 159,880 CHF | 160,162 CHF | 100.00% | 100.00% |
10/07/2024 | 0.18% | 28.25 CHF | 28.30 CHF | 5,700 | 5,700 | 5,647 | 5,647 | 158,604 CHF | 158,887 CHF | 100.00% | 100.00% |
09/07/2024 | 0.18% | 27.85 CHF | 27.90 CHF | 5,700 | 5,700 | 5,664 | 5,664 | 158,202 CHF | 158,485 CHF | 99.91% | 99.91% |
08/07/2024 | 0.18% | 27.80 CHF | 27.85 CHF | 5,800 | 5,800 | 5,662 | 5,662 | 158,009 CHF | 158,292 CHF | 100.00% | 100.00% |
05/07/2024 | 0.18% | 27.35 CHF | 27.40 CHF | 5,800 | 5,800 | 5,749 | 5,749 | 157,912 CHF | 158,200 CHF | 99.77% | 99.77% |
04/07/2024 | 0.18% | 27.45 CHF | 27.50 CHF | 5,800 | 5,800 | 5,762 | 5,762 | 158,011 CHF | 158,300 CHF | 100.00% | 100.00% |
03/07/2024 | 0.19% | 27.05 CHF | 27.10 CHF | 5,900 | 5,900 | 5,852 | 5,852 | 157,936 CHF | 158,229 CHF | 99.87% | 99.87% |
02/07/2024 | 0.18% | 27.45 CHF | 27.50 CHF | 5,800 | 5,800 | 5,782 | 5,782 | 157,822 CHF | 158,111 CHF | 99.66% | 99.66% |