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 | 0.83% | 29.73 CHF | 29.98 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 298,247 CHF | 300,747 CHF | 100.00% | 100.00% |
12/07/2024 | 0.83% | 30.16 CHF | 30.41 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 299,125 CHF | 301,625 CHF | 78.32% | 78.32% |
11/07/2024 | 0.84% | 29.56 CHF | 29.81 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 294,783 CHF | 297,283 CHF | 69.17% | 69.17% |
10/07/2024 | 0.85% | 29.25 CHF | 29.50 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 292,790 CHF | 295,290 CHF | 94.74% | 94.74% |
09/07/2024 | 0.86% | 28.71 CHF | 28.96 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 289,725 CHF | 292,225 CHF | 64.32% | 64.32% |
08/07/2024 | 0.83% | 29.79 CHF | 30.04 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 299,642 CHF | 302,142 CHF | 99.79% | 99.79% |
05/07/2024 | 0.81% | 30.40 CHF | 30.65 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 306,915 CHF | 309,415 CHF | 99.53% | 99.53% |
04/07/2024 | 0.81% | 30.59 CHF | 30.84 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 305,944 CHF | 308,444 CHF | 97.20% | 97.20% |
03/07/2024 | 0.82% | 30.57 CHF | 30.82 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 304,498 CHF | 306,998 CHF | 99.71% | 99.71% |
02/07/2024 | 0.84% | 29.97 CHF | 30.22 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 297,215 CHF | 299,715 CHF | 99.95% | 99.95% |