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% | 28.92 CHF | 28.94 CHF | 43,000 | 43,000 | 21,691 | 21,691 | 617,625 CHF | 618,061 CHF | 97.62% | 97.62% |
12/07/2024 | 0.08% | 26.94 CHF | 26.96 CHF | 45,000 | 45,000 | 23,676 | 23,676 | 610,855 CHF | 611,330 CHF | 99.71% | 99.71% |
11/07/2024 | 0.07% | 28.81 CHF | 28.83 CHF | 43,000 | 43,000 | 21,123 | 21,123 | 613,996 CHF | 614,422 CHF | 99.85% | 99.85% |
10/07/2024 | 0.07% | 28.90 CHF | 28.92 CHF | 43,000 | 43,000 | 21,314 | 21,314 | 616,686 CHF | 617,114 CHF | 99.99% | 99.99% |
09/07/2024 | 0.07% | 28.40 CHF | 28.42 CHF | 44,000 | 44,000 | 22,573 | 22,573 | 625,094 CHF | 625,546 CHF | 99.13% | 99.13% |
08/07/2024 | 0.08% | 27.96 CHF | 27.98 CHF | 44,000 | 44,000 | 22,720 | 22,720 | 615,342 CHF | 615,798 CHF | 99.97% | 99.97% |
05/07/2024 | 0.07% | 27.14 CHF | 27.16 CHF | 45,000 | 45,000 | 22,660 | 22,660 | 614,851 CHF | 615,305 CHF | 98.88% | 98.88% |
04/07/2024 | 0.08% | 26.78 CHF | 26.80 CHF | 23,000 | 23,000 | 18,208 | 18,208 | 483,749 CHF | 484,113 CHF | 95.27% | 95.27% |
03/07/2024 | 0.08% | 26.44 CHF | 26.46 CHF | 46,000 | 46,000 | 22,947 | 22,947 | 591,848 CHF | 592,308 CHF | 96.20% | 96.20% |
02/07/2024 | 0.11% | 24.42 CHF | 24.44 CHF | 49,000 | 49,000 | 24,465 | 24,465 | 557,192 CHF | 557,728 CHF | 99.12% | 99.12% |