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% | 27.06 CHF | 27.33 CHF | 9,438 | 10,000 | 9,484 | 10,000 | 257,036 CHF | 273,726 CHF | 100.00% | 100.00% |
12/07/2024 | 0.99% | 27.05 CHF | 27.32 CHF | 9,997 | 10,000 | 10,000 | 10,000 | 270,259 CHF | 272,963 CHF | 100.00% | 100.00% |
11/07/2024 | 0.99% | 27.08 CHF | 27.35 CHF | 10,000 | 9,784 | 10,000 | 9,794 | 270,597 CHF | 267,674 CHF | 100.00% | 100.00% |
10/07/2024 | 0.99% | 27.19 CHF | 27.46 CHF | 9,999 | 9,900 | 9,999 | 9,900 | 272,451 CHF | 272,435 CHF | 100.00% | 100.00% |
09/07/2024 | 0.99% | 27.28 CHF | 27.55 CHF | 9,636 | 9,950 | 9,747 | 9,975 | 265,690 CHF | 274,600 CHF | 100.00% | 100.00% |
08/07/2024 | 0.99% | 27.12 CHF | 27.39 CHF | 9,800 | 10,000 | 9,868 | 10,000 | 268,301 CHF | 274,591 CHF | 99.35% | 99.35% |
05/07/2024 | 0.99% | 27.13 CHF | 27.40 CHF | 10,000 | 9,597 | 10,000 | 9,598 | 271,013 CHF | 262,702 CHF | 100.00% | 100.00% |
04/07/2024 | 1.00% | 26.96 CHF | 27.23 CHF | 10,000 | 9,998 | 10,000 | 9,998 | 269,486 CHF | 272,132 CHF | 100.00% | 100.00% |
03/07/2024 | 1.00% | 26.83 CHF | 27.10 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 268,199 CHF | 270,899 CHF | 99.95% | 99.95% |
02/07/2024 | 1.00% | 26.83 CHF | 27.10 CHF | 10,000 | 9,980 | 10,000 | 9,980 | 269,276 CHF | 271,434 CHF | 100.00% | 100.00% |