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 | 0.08% | 27.78 CHF | 27.80 CHF | 43,000 | 43,000 | 21,694 | 21,694 | 592,895 CHF | 593,331 CHF | 97.62% | 97.62% |
12/07/2024 | 0.08% | 25.79 CHF | 25.81 CHF | 45,000 | 45,000 | 23,675 | 23,675 | 583,754 CHF | 584,228 CHF | 99.70% | 99.70% |
11/07/2024 | 0.07% | 27.67 CHF | 27.69 CHF | 43,000 | 43,000 | 21,120 | 21,120 | 589,730 CHF | 590,155 CHF | 99.84% | 99.84% |
10/07/2024 | 0.07% | 27.75 CHF | 27.77 CHF | 43,000 | 43,000 | 21,315 | 21,315 | 592,218 CHF | 592,645 CHF | 99.99% | 99.99% |
09/07/2024 | 0.08% | 27.25 CHF | 27.27 CHF | 44,000 | 44,000 | 22,577 | 22,577 | 599,293 CHF | 599,745 CHF | 99.14% | 99.14% |
08/07/2024 | 0.08% | 26.81 CHF | 26.83 CHF | 44,000 | 44,000 | 22,721 | 22,721 | 589,340 CHF | 589,796 CHF | 99.97% | 99.97% |
05/07/2024 | 0.08% | 26.00 CHF | 26.02 CHF | 45,000 | 45,000 | 22,664 | 22,664 | 588,963 CHF | 589,418 CHF | 98.89% | 98.89% |
04/07/2024 | 0.08% | 25.63 CHF | 25.65 CHF | 23,000 | 23,000 | 18,208 | 18,208 | 462,819 CHF | 463,183 CHF | 95.27% | 95.27% |
03/07/2024 | 0.08% | 25.29 CHF | 25.31 CHF | 46,000 | 46,000 | 22,944 | 22,944 | 565,370 CHF | 565,830 CHF | 96.19% | 96.19% |
02/07/2024 | 0.11% | 23.27 CHF | 23.29 CHF | 49,000 | 49,000 | 24,468 | 24,468 | 529,057 CHF | 529,593 CHF | 99.12% | 99.12% |