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% | 25.96 CHF | 25.98 CHF | 43,000 | 43,000 | 21,689 | 21,689 | 553,209 CHF | 553,644 CHF | 97.61% | 97.61% |
12/07/2024 | 0.09% | 23.97 CHF | 23.99 CHF | 45,000 | 45,000 | 23,676 | 23,676 | 540,573 CHF | 541,048 CHF | 99.71% | 99.71% |
11/07/2024 | 0.08% | 25.85 CHF | 25.87 CHF | 43,000 | 43,000 | 21,120 | 21,120 | 551,197 CHF | 551,623 CHF | 99.85% | 99.85% |
10/07/2024 | 0.08% | 25.92 CHF | 25.94 CHF | 43,000 | 43,000 | 21,314 | 21,314 | 553,223 CHF | 553,651 CHF | 99.99% | 99.99% |
09/07/2024 | 0.08% | 25.42 CHF | 25.44 CHF | 44,000 | 44,000 | 22,577 | 22,577 | 558,027 CHF | 558,479 CHF | 99.14% | 99.14% |
08/07/2024 | 0.09% | 24.98 CHF | 25.00 CHF | 44,000 | 44,000 | 22,718 | 22,718 | 547,836 CHF | 548,291 CHF | 99.96% | 99.96% |
05/07/2024 | 0.08% | 24.17 CHF | 24.19 CHF | 45,000 | 45,000 | 22,666 | 22,666 | 547,590 CHF | 548,044 CHF | 98.91% | 98.91% |
04/07/2024 | 0.08% | 23.80 CHF | 23.82 CHF | 23,000 | 23,000 | 18,208 | 18,208 | 429,503 CHF | 429,867 CHF | 95.27% | 95.27% |
03/07/2024 | 0.09% | 23.46 CHF | 23.48 CHF | 46,000 | 46,000 | 22,947 | 22,947 | 523,363 CHF | 523,823 CHF | 96.20% | 96.20% |
02/07/2024 | 0.12% | 21.43 CHF | 21.45 CHF | 49,000 | 49,000 | 24,462 | 24,462 | 483,974 CHF | 484,511 CHF | 99.11% | 99.11% |