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% | 26.43 CHF | 26.45 CHF | 30,000 | 30,000 | 16,537 | 16,537 | 431,966 CHF | 432,397 CHF | 99.98% | 99.98% |
12/07/2024 | 0.11% | 26.11 CHF | 26.13 CHF | 30,000 | 30,000 | 16,542 | 16,542 | 431,964 CHF | 432,395 CHF | 99.99% | 99.99% |
11/07/2024 | 0.10% | 26.27 CHF | 26.29 CHF | 30,000 | 30,000 | 16,451 | 16,451 | 441,798 CHF | 442,227 CHF | 99.94% | 99.94% |
10/07/2024 | 0.10% | 26.97 CHF | 26.99 CHF | 29,000 | 29,000 | 16,315 | 16,315 | 439,293 CHF | 439,720 CHF | 99.99% | 99.99% |
09/07/2024 | 0.11% | 26.93 CHF | 26.95 CHF | 29,000 | 29,000 | 16,320 | 16,320 | 438,876 CHF | 439,303 CHF | 99.99% | 99.99% |
08/07/2024 | 0.11% | 26.80 CHF | 26.82 CHF | 29,000 | 29,000 | 16,464 | 16,464 | 440,831 CHF | 441,261 CHF | 99.88% | 99.88% |
05/07/2024 | 0.11% | 26.93 CHF | 26.95 CHF | 29,000 | 29,000 | 16,373 | 16,373 | 433,930 CHF | 434,358 CHF | 99.15% | 99.15% |
04/07/2024 | 0.11% | 26.31 CHF | 26.34 CHF | 15,000 | 15,000 | 13,415 | 13,415 | 352,521 CHF | 352,923 CHF | 99.33% | 99.33% |
03/07/2024 | 0.11% | 26.20 CHF | 26.22 CHF | 30,000 | 30,000 | 16,515 | 16,515 | 432,197 CHF | 432,628 CHF | 99.86% | 99.86% |
02/07/2024 | 0.10% | 25.94 CHF | 25.96 CHF | 30,000 | 30,000 | 16,550 | 16,550 | 426,530 CHF | 426,928 CHF | 99.63% | 99.63% |