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% | 27.56 CHF | 27.58 CHF | 43,000 | 43,000 | 21,648 | 21,648 | 586,729 CHF | 587,164 CHF | 98.73% | 98.73% |
12/07/2024 | 0.08% | 25.57 CHF | 25.59 CHF | 45,000 | 45,000 | 23,689 | 23,689 | 578,796 CHF | 579,271 CHF | 99.75% | 99.75% |
11/07/2024 | 0.07% | 27.45 CHF | 27.47 CHF | 43,000 | 43,000 | 21,113 | 21,113 | 584,801 CHF | 585,227 CHF | 99.91% | 99.91% |
10/07/2024 | 0.07% | 27.53 CHF | 27.55 CHF | 43,000 | 43,000 | 21,317 | 21,317 | 587,498 CHF | 587,926 CHF | 100.00% | 100.00% |
09/07/2024 | 0.08% | 27.03 CHF | 27.05 CHF | 44,000 | 44,000 | 22,568 | 22,568 | 594,065 CHF | 594,517 CHF | 98.65% | 98.65% |
08/07/2024 | 0.08% | 26.59 CHF | 26.61 CHF | 44,000 | 44,000 | 22,727 | 22,727 | 584,446 CHF | 584,902 CHF | 100.00% | 100.00% |
05/07/2024 | 0.08% | 25.77 CHF | 25.79 CHF | 45,000 | 45,000 | 22,737 | 22,737 | 585,716 CHF | 586,172 CHF | 99.22% | 99.22% |
04/07/2024 | 0.08% | 25.41 CHF | 25.43 CHF | 23,000 | 23,000 | 18,201 | 18,201 | 458,585 CHF | 458,949 CHF | 95.28% | 95.28% |
03/07/2024 | 0.08% | 25.06 CHF | 25.08 CHF | 46,000 | 46,000 | 22,954 | 22,954 | 560,477 CHF | 560,937 CHF | 96.22% | 96.22% |
02/07/2024 | 0.11% | 23.05 CHF | 23.07 CHF | 49,000 | 49,000 | 24,464 | 24,464 | 523,532 CHF | 524,069 CHF | 99.11% | 99.11% |