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% | 27.56 CHF | 27.57 CHF | 43,000 | 43,000 | 19,541 | 19,541 | 538,393 CHF | 538,808 CHF | 99.95% | 99.95% |
12/07/2024 | 0.10% | 27.62 CHF | 27.63 CHF | 43,000 | 43,000 | 19,562 | 19,562 | 539,593 CHF | 540,008 CHF | 99.99% | 99.99% |
11/07/2024 | 0.10% | 27.70 CHF | 27.71 CHF | 43,000 | 43,000 | 19,192 | 19,192 | 542,800 CHF | 543,209 CHF | 99.66% | 99.66% |
10/07/2024 | 0.10% | 28.28 CHF | 28.29 CHF | 42,000 | 42,000 | 19,122 | 19,122 | 545,205 CHF | 545,613 CHF | 99.27% | 99.27% |
09/07/2024 | 0.10% | 28.59 CHF | 28.60 CHF | 42,000 | 42,000 | 19,103 | 19,103 | 545,216 CHF | 545,624 CHF | 100.00% | 100.00% |
08/07/2024 | 0.10% | 28.50 CHF | 28.51 CHF | 42,000 | 42,000 | 19,101 | 19,101 | 544,630 CHF | 545,038 CHF | 99.98% | 99.98% |
05/07/2024 | 0.10% | 28.54 CHF | 28.55 CHF | 42,000 | 42,000 | 19,059 | 19,059 | 541,544 CHF | 541,951 CHF | 99.82% | 99.82% |
04/07/2024 | 0.11% | 28.38 CHF | 28.40 CHF | 17,000 | 17,000 | 13,813 | 13,813 | 391,604 CHF | 391,997 CHF | 98.29% | 98.29% |
03/07/2024 | 0.10% | 28.25 CHF | 28.26 CHF | 42,000 | 42,000 | 18,851 | 18,851 | 539,099 CHF | 539,507 CHF | 98.84% | 98.84% |
02/07/2024 | 0.10% | 28.36 CHF | 28.37 CHF | 42,000 | 42,000 | 18,895 | 18,895 | 533,508 CHF | 533,915 CHF | 98.97% | 98.97% |