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% | 28.20 CHF | 28.22 CHF | 43,000 | 43,000 | 21,646 | 21,646 | 600,708 CHF | 601,143 CHF | 98.72% | 98.72% |
12/07/2024 | 0.08% | 26.22 CHF | 26.24 CHF | 45,000 | 45,000 | 23,687 | 23,687 | 594,106 CHF | 594,581 CHF | 99.74% | 99.74% |
11/07/2024 | 0.07% | 28.09 CHF | 28.11 CHF | 43,000 | 43,000 | 21,116 | 21,116 | 598,560 CHF | 598,986 CHF | 99.92% | 99.92% |
10/07/2024 | 0.07% | 28.18 CHF | 28.20 CHF | 43,000 | 43,000 | 21,317 | 21,317 | 601,346 CHF | 601,774 CHF | 100.00% | 100.00% |
09/07/2024 | 0.08% | 27.68 CHF | 27.70 CHF | 44,000 | 44,000 | 22,567 | 22,567 | 608,678 CHF | 609,130 CHF | 98.68% | 98.68% |
08/07/2024 | 0.08% | 27.24 CHF | 27.26 CHF | 44,000 | 44,000 | 22,727 | 22,727 | 599,169 CHF | 599,625 CHF | 100.00% | 100.00% |
05/07/2024 | 0.08% | 26.42 CHF | 26.44 CHF | 45,000 | 45,000 | 22,739 | 22,739 | 600,523 CHF | 600,978 CHF | 99.22% | 99.22% |
04/07/2024 | 0.08% | 26.05 CHF | 26.07 CHF | 23,000 | 23,000 | 18,201 | 18,201 | 470,406 CHF | 470,770 CHF | 95.27% | 95.27% |
03/07/2024 | 0.08% | 25.71 CHF | 25.73 CHF | 46,000 | 46,000 | 22,954 | 22,954 | 575,461 CHF | 575,921 CHF | 96.21% | 96.21% |
02/07/2024 | 0.11% | 23.70 CHF | 23.72 CHF | 49,000 | 49,000 | 24,463 | 24,463 | 539,459 CHF | 539,996 CHF | 99.11% | 99.11% |