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% | 27.77 CHF | 27.79 CHF | 43,000 | 43,000 | 21,650 | 21,650 | 591,390 CHF | 591,825 CHF | 98.73% | 98.73% |
12/07/2024 | 0.08% | 25.78 CHF | 25.80 CHF | 45,000 | 45,000 | 23,683 | 23,683 | 583,682 CHF | 584,157 CHF | 99.74% | 99.74% |
11/07/2024 | 0.07% | 27.66 CHF | 27.68 CHF | 43,000 | 43,000 | 21,118 | 21,118 | 589,440 CHF | 589,866 CHF | 99.84% | 99.84% |
10/07/2024 | 0.07% | 27.74 CHF | 27.76 CHF | 43,000 | 43,000 | 21,315 | 21,315 | 591,984 CHF | 592,412 CHF | 99.99% | 99.99% |
09/07/2024 | 0.08% | 27.24 CHF | 27.26 CHF | 44,000 | 44,000 | 22,570 | 22,570 | 598,932 CHF | 599,384 CHF | 98.62% | 98.62% |
08/07/2024 | 0.08% | 26.80 CHF | 26.82 CHF | 44,000 | 44,000 | 22,727 | 22,727 | 589,277 CHF | 589,733 CHF | 100.00% | 100.00% |
05/07/2024 | 0.08% | 25.99 CHF | 26.01 CHF | 45,000 | 45,000 | 22,741 | 22,741 | 590,654 CHF | 591,110 CHF | 99.23% | 99.23% |
04/07/2024 | 0.08% | 25.62 CHF | 25.64 CHF | 23,000 | 23,000 | 18,208 | 18,208 | 462,647 CHF | 463,011 CHF | 95.27% | 95.27% |
03/07/2024 | 0.08% | 25.28 CHF | 25.30 CHF | 46,000 | 46,000 | 22,950 | 22,950 | 565,283 CHF | 565,743 CHF | 96.19% | 96.19% |
02/07/2024 | 0.11% | 23.26 CHF | 23.28 CHF | 49,000 | 49,000 | 24,465 | 24,465 | 528,809 CHF | 529,346 CHF | 99.13% | 99.13% |