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 | 0.54% | 27.70 CHF | 27.85 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 556,207 CHF | 559,207 CHF | 99.38% | 99.38% |
12/07/2024 | 0.54% | 27.75 CHF | 27.90 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 554,477 CHF | 557,477 CHF | 99.38% | 99.38% |
11/07/2024 | 0.54% | 27.55 CHF | 27.70 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 550,616 CHF | 553,616 CHF | 99.37% | 99.37% |
10/07/2024 | 0.55% | 27.30 CHF | 27.45 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 542,677 CHF | 545,677 CHF | 99.38% | 99.38% |
09/07/2024 | 0.56% | 26.95 CHF | 27.10 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 538,159 CHF | 541,159 CHF | 99.37% | 99.37% |
08/07/2024 | 0.55% | 27.15 CHF | 27.30 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 543,629 CHF | 546,629 CHF | 99.34% | 99.34% |
05/07/2024 | 0.55% | 27.05 CHF | 27.20 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 542,584 CHF | 545,584 CHF | 99.38% | 99.38% |
04/07/2024 | 0.55% | 27.25 CHF | 27.40 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 545,341 CHF | 548,341 CHF | 99.37% | 99.37% |
03/07/2024 | 0.55% | 27.20 CHF | 27.35 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 539,845 CHF | 542,845 CHF | 99.38% | 99.38% |
02/07/2024 | 0.56% | 26.75 CHF | 26.90 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 530,573 CHF | 533,573 CHF | 99.37% | 99.37% |