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 | 1.01% | 27.70 CHF | 27.98 CHF | 19,999 | 18,622 | 19,999 | 19,897 | 554,220 CHF | 556,974 CHF | 100.00% | 100.00% |
12/07/2024 | 1.01% | 27.75 CHF | 28.03 CHF | 20,000 | 18,320 | 20,000 | 19,642 | 553,199 CHF | 548,772 CHF | 100.00% | 100.00% |
11/07/2024 | 1.01% | 27.63 CHF | 27.91 CHF | 19,999 | 19,155 | 19,999 | 19,918 | 553,005 CHF | 556,353 CHF | 100.00% | 100.00% |
10/07/2024 | 1.01% | 27.55 CHF | 27.83 CHF | 18,519 | 8,084 | 19,085 | 9,031 | 524,137 CHF | 250,545 CHF | 100.00% | 100.00% |
09/07/2024 | 1.01% | 27.43 CHF | 27.71 CHF | 19,965 | 19,237 | 19,966 | 19,320 | 548,353 CHF | 536,018 CHF | 100.00% | 100.00% |
08/07/2024 | 1.02% | 27.44 CHF | 27.72 CHF | 19,937 | 17,232 | 19,962 | 17,521 | 547,388 CHF | 485,333 CHF | 99.05% | 99.05% |
05/07/2024 | 1.02% | 27.42 CHF | 27.70 CHF | 19,985 | 19,638 | 19,986 | 19,959 | 548,296 CHF | 553,153 CHF | 100.00% | 100.00% |
04/07/2024 | 1.02% | 27.42 CHF | 27.70 CHF | 16,344 | 11,723 | 16,823 | 12,797 | 461,361 CHF | 354,521 CHF | 100.00% | 100.00% |
03/07/2024 | 0.99% | 27.39 CHF | 27.67 CHF | 19,955 | 19,622 | 19,956 | 19,964 | 545,347 CHF | 550,966 CHF | 99.93% | 99.93% |
02/07/2024 | 0.99% | 27.26 CHF | 27.53 CHF | 19,832 | 15,220 | 19,947 | 15,688 | 543,687 CHF | 431,818 CHF | 100.00% | 100.00% |