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% | 29.09 CHF | 29.11 CHF | 43,000 | 43,000 | 21,648 | 21,648 | 619,981 CHF | 620,416 CHF | 98.73% | 98.73% |
12/07/2024 | 0.08% | 27.11 CHF | 27.13 CHF | 45,000 | 45,000 | 23,689 | 23,689 | 615,182 CHF | 615,657 CHF | 99.75% | 99.75% |
11/07/2024 | 0.07% | 28.98 CHF | 29.00 CHF | 43,000 | 43,000 | 21,119 | 21,119 | 617,398 CHF | 617,824 CHF | 99.94% | 99.94% |
10/07/2024 | 0.07% | 29.07 CHF | 29.09 CHF | 43,000 | 43,000 | 21,314 | 21,314 | 620,260 CHF | 620,687 CHF | 99.99% | 99.99% |
09/07/2024 | 0.07% | 28.57 CHF | 28.59 CHF | 44,000 | 44,000 | 22,568 | 22,568 | 628,805 CHF | 629,258 CHF | 98.65% | 98.65% |
08/07/2024 | 0.08% | 28.13 CHF | 28.15 CHF | 44,000 | 44,000 | 22,727 | 22,727 | 619,371 CHF | 619,827 CHF | 100.00% | 100.00% |
05/07/2024 | 0.07% | 27.31 CHF | 27.33 CHF | 45,000 | 45,000 | 22,740 | 22,740 | 620,773 CHF | 621,229 CHF | 99.23% | 99.23% |
04/07/2024 | 0.07% | 26.95 CHF | 26.97 CHF | 23,000 | 23,000 | 18,208 | 18,208 | 486,854 CHF | 487,218 CHF | 95.28% | 95.28% |
03/07/2024 | 0.08% | 26.61 CHF | 26.63 CHF | 46,000 | 46,000 | 22,955 | 22,955 | 595,965 CHF | 596,425 CHF | 96.22% | 96.22% |
02/07/2024 | 0.11% | 24.59 CHF | 24.61 CHF | 49,000 | 49,000 | 24,453 | 24,453 | 561,125 CHF | 561,662 CHF | 99.08% | 99.08% |