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 | 0.89% | 28.07 CHF | 28.32 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 280,919 CHF | 283,419 CHF | 100.00% | 100.00% |
12/07/2024 | 0.89% | 28.09 CHF | 28.34 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 280,985 CHF | 283,485 CHF | 78.49% | 78.49% |
11/07/2024 | 0.89% | 28.08 CHF | 28.33 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 280,810 CHF | 283,310 CHF | 100.00% | 100.00% |
10/07/2024 | 0.89% | 28.01 CHF | 28.26 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 280,093 CHF | 282,593 CHF | 94.74% | 94.74% |
09/07/2024 | 0.89% | 28.00 CHF | 28.25 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 279,762 CHF | 282,262 CHF | 97.77% | 97.77% |
08/07/2024 | 0.89% | 27.92 CHF | 28.17 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 279,060 CHF | 281,560 CHF | 99.79% | 99.79% |
05/07/2024 | 0.89% | 27.91 CHF | 28.16 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 278,974 CHF | 281,474 CHF | 100.00% | 100.00% |
04/07/2024 | 0.89% | 27.88 CHF | 28.13 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 278,625 CHF | 281,125 CHF | 98.27% | 98.27% |
03/07/2024 | 0.90% | 27.79 CHF | 28.04 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 277,507 CHF | 280,007 CHF | 100.00% | 100.00% |
02/07/2024 | 0.90% | 27.73 CHF | 27.98 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 277,151 CHF | 279,651 CHF | 100.00% | 100.00% |