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 | 0.07% | 29.89 CHF | 29.91 CHF | 43,000 | 43,000 | 21,601 | 21,601 | 635,971 CHF | 636,405 CHF | 96.86% | 96.86% |
12/07/2024 | 0.08% | 27.91 CHF | 27.93 CHF | 45,000 | 45,000 | 23,463 | 23,463 | 628,391 CHF | 628,862 CHF | 98.71% | 98.71% |
11/07/2024 | 0.07% | 29.77 CHF | 29.79 CHF | 43,000 | 43,000 | 20,877 | 20,877 | 626,881 CHF | 627,302 CHF | 98.70% | 98.70% |
10/07/2024 | 0.07% | 29.87 CHF | 29.89 CHF | 43,000 | 43,000 | 21,125 | 21,125 | 631,685 CHF | 632,109 CHF | 99.11% | 99.11% |
09/07/2024 | 0.07% | 29.37 CHF | 29.39 CHF | 44,000 | 44,000 | 22,530 | 22,530 | 645,852 CHF | 646,304 CHF | 98.92% | 98.92% |
08/07/2024 | 0.07% | 28.93 CHF | 28.95 CHF | 44,000 | 44,000 | 22,646 | 22,646 | 635,541 CHF | 635,995 CHF | 99.65% | 99.65% |
05/07/2024 | 0.07% | 28.12 CHF | 28.14 CHF | 45,000 | 45,000 | 22,505 | 22,505 | 632,823 CHF | 633,274 CHF | 98.00% | 98.00% |
04/07/2024 | 0.07% | 27.76 CHF | 27.78 CHF | 23,000 | 23,000 | 18,201 | 18,201 | 501,514 CHF | 501,878 CHF | 95.28% | 95.28% |
03/07/2024 | 0.08% | 27.42 CHF | 27.44 CHF | 46,000 | 46,000 | 22,901 | 22,901 | 613,425 CHF | 613,884 CHF | 96.01% | 96.01% |
02/07/2024 | 0.10% | 25.43 CHF | 25.45 CHF | 49,000 | 49,000 | 24,392 | 24,392 | 580,266 CHF | 580,801 CHF | 98.57% | 98.57% |