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% | 28.67 CHF | 28.83 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 712,984 CHF | 716,984 CHF | 100.00% | 100.00% |
12/07/2024 | 0.61% | 26.47 CHF | 26.63 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 653,182 CHF | 657,182 CHF | 99.99% | 99.99% |
11/07/2024 | 0.60% | 26.69 CHF | 26.85 CHF | 25,000 | 25,000 | 24,977 | 24,977 | 667,809 CHF | 671,807 CHF | 99.95% | 99.95% |
10/07/2024 | 0.61% | 26.46 CHF | 26.62 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 658,976 CHF | 662,976 CHF | 99.81% | 99.81% |
09/07/2024 | 0.61% | 25.94 CHF | 26.10 CHF | 25,000 | 25,000 | 24,973 | 24,973 | 653,348 CHF | 657,346 CHF | 99.94% | 99.94% |
08/07/2024 | 0.62% | 25.53 CHF | 25.69 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 640,269 CHF | 644,269 CHF | 99.99% | 99.99% |
05/07/2024 | 0.64% | 25.41 CHF | 25.57 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 618,436 CHF | 622,436 CHF | 99.59% | 99.59% |
04/07/2024 | 0.62% | 26.66 CHF | 26.82 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 671,920 CHF | 676,072 CHF | 100.00% | 100.00% |
03/07/2024 | 0.59% | 28.30 CHF | 28.47 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 711,594 CHF | 715,827 CHF | 100.00% | 100.00% |
02/07/2024 | 0.57% | 29.32 CHF | 29.49 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 740,090 CHF | 744,340 CHF | 99.99% | 99.99% |