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 | 0.75% | 26.88 CHF | 27.10 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 134,650 CHF | 135,669 CHF | 88.80% | 88.80% |
12/07/2024 | 0.74% | 26.94 CHF | 27.14 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 134,757 CHF | 135,764 CHF | 99.01% | 99.01% |
11/07/2024 | 0.75% | 26.92 CHF | 27.12 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 134,605 CHF | 135,621 CHF | 89.05% | 89.05% |
10/07/2024 | 0.75% | 26.84 CHF | 27.04 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 134,113 CHF | 135,125 CHF | 100.00% | 100.00% |
09/07/2024 | 0.75% | 26.84 CHF | 27.04 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 134,125 CHF | 135,130 CHF | 100.00% | 100.00% |
08/07/2024 | 0.75% | 26.84 CHF | 27.04 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 134,135 CHF | 135,144 CHF | 99.80% | 99.80% |
05/07/2024 | 0.76% | 26.82 CHF | 27.02 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 134,021 CHF | 135,040 CHF | 98.87% | 98.87% |
04/07/2024 | 0.75% | 26.78 CHF | 26.98 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 133,868 CHF | 134,872 CHF | 100.00% | 100.00% |
03/07/2024 | 0.75% | 26.68 CHF | 26.88 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 133,388 CHF | 134,397 CHF | 99.73% | 99.73% |
02/07/2024 | 0.75% | 26.64 CHF | 26.86 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 133,204 CHF | 134,207 CHF | 100.00% | 100.00% |