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 | 0.19% | 26.70 CHF | 26.75 CHF | 5,700 | 5,700 | 5,647 | 5,647 | 151,730 CHF | 152,013 CHF | 100.00% | 100.00% |
12/07/2024 | 0.19% | 26.80 CHF | 26.85 CHF | 5,700 | 5,700 | 5,650 | 5,650 | 150,930 CHF | 151,213 CHF | 97.99% | 97.99% |
11/07/2024 | 0.19% | 26.90 CHF | 26.95 CHF | 5,700 | 5,700 | 5,646 | 5,646 | 152,075 CHF | 152,358 CHF | 99.27% | 99.27% |
10/07/2024 | 0.19% | 26.85 CHF | 26.90 CHF | 5,700 | 5,700 | 5,647 | 5,647 | 150,804 CHF | 151,087 CHF | 100.00% | 100.00% |
09/07/2024 | 0.19% | 26.50 CHF | 26.55 CHF | 5,700 | 5,700 | 5,666 | 5,666 | 150,448 CHF | 150,731 CHF | 100.00% | 100.00% |
08/07/2024 | 0.19% | 26.40 CHF | 26.45 CHF | 5,800 | 5,800 | 5,662 | 5,662 | 150,209 CHF | 150,492 CHF | 99.73% | 99.73% |
05/07/2024 | 0.19% | 25.95 CHF | 26.00 CHF | 5,900 | 5,900 | 5,749 | 5,749 | 149,961 CHF | 150,249 CHF | 100.00% | 100.00% |
04/07/2024 | 0.19% | 26.10 CHF | 26.15 CHF | 5,800 | 5,800 | 5,761 | 5,761 | 150,068 CHF | 150,357 CHF | 100.00% | 100.00% |
03/07/2024 | 0.20% | 25.65 CHF | 25.70 CHF | 5,900 | 5,900 | 5,851 | 5,851 | 149,843 CHF | 150,136 CHF | 97.36% | 97.36% |
02/07/2024 | 0.19% | 26.05 CHF | 26.10 CHF | 5,800 | 5,800 | 5,784 | 5,784 | 149,878 CHF | 150,167 CHF | 100.00% | 100.00% |