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 | 0.99% | 27.04 CHF | 27.31 CHF | 9,997 | 7,612 | 9,997 | 8,008 | 270,503 CHF | 218,839 CHF | 100.00% | 100.00% |
12/07/2024 | 0.99% | 27.08 CHF | 27.35 CHF | 9,989 | 6,271 | 9,989 | 6,947 | 269,864 CHF | 189,538 CHF | 100.00% | 100.00% |
11/07/2024 | 1.00% | 26.97 CHF | 27.24 CHF | 9,702 | 7,401 | 9,708 | 7,857 | 261,998 CHF | 214,170 CHF | 100.00% | 100.00% |
10/07/2024 | 1.00% | 26.93 CHF | 27.20 CHF | 9,904 | 9,286 | 9,928 | 9,938 | 266,583 CHF | 269,534 CHF | 100.00% | 100.00% |
09/07/2024 | 1.00% | 26.81 CHF | 27.08 CHF | 6,022 | 9,513 | 6,455 | 9,945 | 173,253 CHF | 269,632 CHF | 100.00% | 100.00% |
08/07/2024 | 1.00% | 26.82 CHF | 27.09 CHF | 9,675 | 6,966 | 9,684 | 7,279 | 259,495 CHF | 197,005 CHF | 99.96% | 99.96% |
05/07/2024 | 1.00% | 26.81 CHF | 27.08 CHF | 9,962 | 9,879 | 9,963 | 9,894 | 267,274 CHF | 268,089 CHF | 100.00% | 100.00% |
04/07/2024 | 1.00% | 26.79 CHF | 27.06 CHF | 8,664 | 568 | 9,022 | 1,839 | 241,691 CHF | 49,724 CHF | 100.00% | 100.00% |
03/07/2024 | 1.01% | 26.72 CHF | 26.99 CHF | 7,915 | 8,356 | 9,906 | 9,876 | 264,351 CHF | 266,233 CHF | 99.93% | 99.93% |
02/07/2024 | 1.01% | 26.64 CHF | 26.91 CHF | 9,818 | 6,580 | 9,823 | 6,915 | 261,915 CHF | 186,249 CHF | 100.00% | 100.00% |