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% | 26.68 CHF | 26.70 CHF | 43,000 | 43,000 | 21,651 | 21,651 | 567,797 CHF | 568,232 CHF | 98.73% | 98.73% |
12/07/2024 | 0.09% | 24.69 CHF | 24.71 CHF | 45,000 | 45,000 | 23,683 | 23,683 | 557,858 CHF | 558,333 CHF | 99.74% | 99.74% |
11/07/2024 | 0.08% | 26.57 CHF | 26.59 CHF | 43,000 | 43,000 | 21,122 | 21,122 | 566,472 CHF | 566,898 CHF | 99.86% | 99.86% |
10/07/2024 | 0.08% | 26.65 CHF | 26.67 CHF | 43,000 | 43,000 | 21,316 | 21,316 | 568,707 CHF | 569,135 CHF | 100.00% | 100.00% |
09/07/2024 | 0.08% | 26.15 CHF | 26.17 CHF | 44,000 | 44,000 | 22,566 | 22,566 | 574,132 CHF | 574,584 CHF | 98.68% | 98.68% |
08/07/2024 | 0.08% | 25.71 CHF | 25.73 CHF | 44,000 | 44,000 | 22,727 | 22,727 | 564,478 CHF | 564,934 CHF | 100.00% | 100.00% |
05/07/2024 | 0.08% | 24.89 CHF | 24.91 CHF | 45,000 | 45,000 | 22,739 | 22,739 | 565,741 CHF | 566,197 CHF | 99.23% | 99.23% |
04/07/2024 | 0.08% | 24.52 CHF | 24.54 CHF | 23,000 | 23,000 | 18,208 | 18,208 | 442,703 CHF | 443,067 CHF | 95.27% | 95.27% |
03/07/2024 | 0.09% | 24.18 CHF | 24.20 CHF | 46,000 | 46,000 | 22,954 | 22,954 | 540,211 CHF | 540,671 CHF | 96.22% | 96.22% |
02/07/2024 | 0.12% | 22.16 CHF | 22.18 CHF | 49,000 | 49,000 | 24,463 | 24,463 | 501,841 CHF | 502,378 CHF | 99.12% | 99.12% |