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% | 27.09 CHF | 27.11 CHF | 43,000 | 43,000 | 21,686 | 21,686 | 577,744 CHF | 578,180 CHF | 98.26% | 98.26% |
12/07/2024 | 0.09% | 25.11 CHF | 25.13 CHF | 45,000 | 45,000 | 23,671 | 23,671 | 567,424 CHF | 567,899 CHF | 99.69% | 99.69% |
11/07/2024 | 0.08% | 26.99 CHF | 27.01 CHF | 43,000 | 43,000 | 21,118 | 21,118 | 575,196 CHF | 575,622 CHF | 99.83% | 99.83% |
10/07/2024 | 0.08% | 27.06 CHF | 27.08 CHF | 43,000 | 43,000 | 21,315 | 21,315 | 577,575 CHF | 578,002 CHF | 99.99% | 99.99% |
09/07/2024 | 0.08% | 26.56 CHF | 26.58 CHF | 44,000 | 44,000 | 22,577 | 22,577 | 583,785 CHF | 584,238 CHF | 99.14% | 99.14% |
08/07/2024 | 0.08% | 26.12 CHF | 26.14 CHF | 44,000 | 44,000 | 22,720 | 22,720 | 573,756 CHF | 574,212 CHF | 99.97% | 99.97% |
05/07/2024 | 0.08% | 25.31 CHF | 25.33 CHF | 45,000 | 45,000 | 22,668 | 22,668 | 573,484 CHF | 573,938 CHF | 98.91% | 98.91% |
04/07/2024 | 0.08% | 24.94 CHF | 24.96 CHF | 23,000 | 23,000 | 18,208 | 18,208 | 450,306 CHF | 450,670 CHF | 95.27% | 95.27% |
03/07/2024 | 0.09% | 24.60 CHF | 24.62 CHF | 46,000 | 46,000 | 22,945 | 22,945 | 549,590 CHF | 550,050 CHF | 96.19% | 96.19% |
02/07/2024 | 0.12% | 22.58 CHF | 22.60 CHF | 49,000 | 49,000 | 24,463 | 24,463 | 512,056 CHF | 512,592 CHF | 99.10% | 99.10% |