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% | 28.15 CHF | 28.20 CHF | 30,000 | 30,000 | 29,719 | 29,717 | 829,958 CHF | 831,398 CHF | 99.84% | 99.84% |
12/07/2024 | 0.18% | 27.90 CHF | 27.95 CHF | 30,000 | 30,000 | 29,784 | 29,784 | 821,993 CHF | 823,483 CHF | 99.77% | 99.77% |
11/07/2024 | 0.18% | 27.65 CHF | 27.70 CHF | 30,000 | 30,000 | 29,734 | 29,734 | 830,257 CHF | 831,745 CHF | 99.72% | 99.72% |
10/07/2024 | 0.18% | 27.70 CHF | 27.75 CHF | 30,000 | 30,000 | 29,773 | 29,773 | 822,050 CHF | 823,540 CHF | 99.81% | 99.81% |
09/07/2024 | 0.18% | 27.55 CHF | 27.60 CHF | 30,000 | 30,000 | 29,740 | 29,739 | 820,001 CHF | 821,475 CHF | 99.91% | 99.91% |
08/07/2024 | 0.18% | 27.45 CHF | 27.50 CHF | 30,000 | 30,000 | 29,802 | 29,802 | 815,832 CHF | 817,323 CHF | 99.70% | 99.70% |
05/07/2024 | 0.19% | 27.30 CHF | 27.35 CHF | 30,000 | 30,000 | 29,765 | 29,764 | 809,405 CHF | 810,867 CHF | 99.63% | 99.63% |
04/07/2024 | 0.18% | 27.20 CHF | 27.25 CHF | 30,000 | 30,000 | 29,788 | 29,788 | 811,206 CHF | 812,696 CHF | 99.74% | 99.74% |
03/07/2024 | 0.19% | 27.15 CHF | 27.20 CHF | 30,000 | 30,000 | 29,763 | 29,763 | 806,327 CHF | 807,816 CHF | 99.85% | 99.85% |
02/07/2024 | 0.19% | 26.85 CHF | 26.90 CHF | 30,000 | 30,000 | 29,943 | 29,943 | 798,126 CHF | 799,624 CHF | 99.15% | 99.15% |