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 | 0.56% | 28.90 CHF | 29.06 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 718,520 CHF | 722,520 CHF | 99.99% | 99.99% |
12/07/2024 | 0.61% | 26.69 CHF | 26.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 658,717 CHF | 662,717 CHF | 99.99% | 99.99% |
11/07/2024 | 0.59% | 26.91 CHF | 27.07 CHF | 25,000 | 25,000 | 24,977 | 24,977 | 673,351 CHF | 677,349 CHF | 99.95% | 99.95% |
10/07/2024 | 0.60% | 26.68 CHF | 26.84 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 664,524 CHF | 668,524 CHF | 99.81% | 99.81% |
09/07/2024 | 0.61% | 26.16 CHF | 26.32 CHF | 25,000 | 25,000 | 24,973 | 24,973 | 658,897 CHF | 662,895 CHF | 99.94% | 99.94% |
08/07/2024 | 0.62% | 25.75 CHF | 25.91 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 645,802 CHF | 649,802 CHF | 99.98% | 99.98% |
05/07/2024 | 0.64% | 25.63 CHF | 25.79 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 623,979 CHF | 627,980 CHF | 99.59% | 99.59% |
04/07/2024 | 0.61% | 26.88 CHF | 27.04 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 677,472 CHF | 681,624 CHF | 100.00% | 100.00% |
03/07/2024 | 0.59% | 28.53 CHF | 28.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 717,157 CHF | 721,391 CHF | 100.00% | 100.00% |
02/07/2024 | 0.57% | 29.54 CHF | 29.71 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 745,661 CHF | 749,911 CHF | 100.00% | 100.00% |