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% | 27.11 CHF | 27.13 CHF | 43,000 | 43,000 | 21,644 | 21,644 | 577,089 CHF | 577,524 CHF | 98.72% | 98.72% |
12/07/2024 | 0.09% | 25.13 CHF | 25.15 CHF | 45,000 | 45,000 | 23,685 | 23,685 | 568,239 CHF | 568,714 CHF | 99.75% | 99.75% |
11/07/2024 | 0.08% | 27.01 CHF | 27.03 CHF | 43,000 | 43,000 | 21,122 | 21,122 | 575,727 CHF | 576,153 CHF | 99.86% | 99.86% |
10/07/2024 | 0.08% | 27.08 CHF | 27.10 CHF | 43,000 | 43,000 | 21,314 | 21,314 | 577,980 CHF | 578,408 CHF | 99.99% | 99.99% |
09/07/2024 | 0.08% | 26.58 CHF | 26.60 CHF | 44,000 | 44,000 | 22,572 | 22,572 | 584,159 CHF | 584,612 CHF | 98.71% | 98.71% |
08/07/2024 | 0.08% | 26.14 CHF | 26.16 CHF | 44,000 | 44,000 | 22,727 | 22,727 | 574,402 CHF | 574,858 CHF | 100.00% | 100.00% |
05/07/2024 | 0.08% | 25.33 CHF | 25.35 CHF | 45,000 | 45,000 | 22,743 | 22,743 | 575,804 CHF | 576,260 CHF | 99.24% | 99.24% |
04/07/2024 | 0.08% | 24.96 CHF | 24.98 CHF | 23,000 | 23,000 | 18,208 | 18,208 | 450,704 CHF | 451,068 CHF | 95.28% | 95.28% |
03/07/2024 | 0.09% | 24.62 CHF | 24.64 CHF | 46,000 | 46,000 | 22,952 | 22,952 | 550,250 CHF | 550,710 CHF | 96.21% | 96.21% |
02/07/2024 | 0.12% | 22.60 CHF | 22.62 CHF | 49,000 | 49,000 | 24,464 | 24,464 | 512,660 CHF | 513,197 CHF | 99.13% | 99.13% |