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% | 29.31 CHF | 29.60 CHF | 10,040 | 11,302 | 10,368 | 11,417 | 304,148 CHF | 338,241 CHF | 100.00% | 100.00% |
12/07/2024 | 0.99% | 29.37 CHF | 29.67 CHF | 11,370 | 5,955 | 11,489 | 7,045 | 335,791 CHF | 207,907 CHF | 100.00% | 100.00% |
11/07/2024 | 0.99% | 29.21 CHF | 29.50 CHF | 11,785 | 10,755 | 11,808 | 11,582 | 345,192 CHF | 341,949 CHF | 100.00% | 100.00% |
10/07/2024 | 1.00% | 29.11 CHF | 29.40 CHF | 7,108 | 4,482 | 7,503 | 5,060 | 217,389 CHF | 148,056 CHF | 100.00% | 100.00% |
09/07/2024 | 1.00% | 28.93 CHF | 29.22 CHF | 11,719 | 9,610 | 11,725 | 10,278 | 339,845 CHF | 300,890 CHF | 100.00% | 100.00% |
08/07/2024 | 1.00% | 28.96 CHF | 29.25 CHF | 11,532 | 6,378 | 11,717 | 6,956 | 339,072 CHF | 203,290 CHF | 99.95% | 99.95% |
05/07/2024 | 1.00% | 28.91 CHF | 29.20 CHF | 11,948 | 9,818 | 11,950 | 10,240 | 345,714 CHF | 299,214 CHF | 100.00% | 100.00% |
04/07/2024 | 1.00% | 28.94 CHF | 29.23 CHF | 11,983 | 9,811 | 11,983 | 10,146 | 346,988 CHF | 296,722 CHF | 100.00% | 100.00% |
03/07/2024 | 1.00% | 28.92 CHF | 29.21 CHF | 10,583 | 8,155 | 11,120 | 11,632 | 320,812 CHF | 338,961 CHF | 99.93% | 99.93% |
02/07/2024 | 0.99% | 28.73 CHF | 29.02 CHF | 12,000 | 12,000 | 11,728 | 27,485 | 337,155 CHF | 798,176 CHF | 100.00% | 100.00% |