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% | 25.82 CHF | 25.84 CHF | 30,000 | 30,000 | 16,534 | 16,534 | 421,677 CHF | 422,108 CHF | 99.95% | 99.95% |
12/07/2024 | 0.11% | 25.50 CHF | 25.52 CHF | 30,000 | 30,000 | 16,541 | 16,541 | 421,729 CHF | 422,161 CHF | 99.98% | 99.98% |
11/07/2024 | 0.11% | 25.66 CHF | 25.68 CHF | 30,000 | 30,000 | 16,453 | 16,453 | 431,712 CHF | 432,142 CHF | 99.95% | 99.95% |
10/07/2024 | 0.11% | 26.35 CHF | 26.37 CHF | 29,000 | 29,000 | 16,315 | 16,315 | 429,202 CHF | 429,629 CHF | 99.99% | 99.99% |
09/07/2024 | 0.11% | 26.31 CHF | 26.33 CHF | 29,000 | 29,000 | 16,321 | 16,321 | 428,826 CHF | 429,253 CHF | 100.00% | 100.00% |
08/07/2024 | 0.11% | 26.18 CHF | 26.20 CHF | 29,000 | 29,000 | 16,487 | 16,487 | 431,285 CHF | 431,716 CHF | 99.81% | 99.81% |
05/07/2024 | 0.11% | 26.31 CHF | 26.33 CHF | 29,000 | 29,000 | 16,369 | 16,369 | 423,701 CHF | 424,129 CHF | 99.27% | 99.27% |
04/07/2024 | 0.12% | 25.69 CHF | 25.72 CHF | 15,000 | 15,000 | 13,405 | 13,405 | 343,985 CHF | 344,387 CHF | 100.00% | 100.00% |
03/07/2024 | 0.11% | 25.58 CHF | 25.60 CHF | 30,000 | 30,000 | 16,533 | 16,533 | 422,379 CHF | 422,810 CHF | 99.99% | 99.99% |
02/07/2024 | 0.11% | 25.32 CHF | 25.34 CHF | 30,000 | 30,000 | 16,535 | 16,535 | 415,883 CHF | 416,281 CHF | 99.98% | 99.98% |