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 | 0.51% | 27.93 CHF | 28.07 CHF | 3,300 | 3,300 | 3,300 | 3,300 | 92,201 CHF | 92,673 CHF | 99.99% | 99.99% |
12/07/2024 | 0.71% | 28.10 CHF | 28.30 CHF | 3,300 | 3,300 | 3,300 | 3,300 | 92,424 CHF | 93,084 CHF | 100.00% | 100.00% |
11/07/2024 | 0.72% | 28.00 CHF | 28.20 CHF | 3,300 | 3,300 | 3,363 | 3,363 | 93,350 CHF | 94,022 CHF | 100.00% | 100.00% |
10/07/2024 | 0.52% | 27.63 CHF | 27.77 CHF | 3,400 | 3,400 | 3,400 | 3,400 | 93,840 CHF | 94,326 CHF | 100.00% | 100.00% |
09/07/2024 | 0.52% | 27.23 CHF | 27.37 CHF | 3,400 | 3,400 | 3,402 | 3,402 | 93,339 CHF | 93,826 CHF | 99.99% | 99.99% |
08/07/2024 | 0.71% | 27.90 CHF | 28.10 CHF | 3,300 | 3,300 | 3,300 | 3,300 | 92,217 CHF | 92,877 CHF | 100.00% | 100.00% |
05/07/2024 | 0.71% | 28.10 CHF | 28.30 CHF | 3,300 | 3,300 | 3,209 | 3,209 | 90,697 CHF | 91,339 CHF | 100.00% | 100.00% |
04/07/2024 | 0.50% | 28.33 CHF | 28.47 CHF | 3,200 | 3,200 | 3,206 | 3,206 | 90,730 CHF | 91,189 CHF | 99.46% | 99.46% |
03/07/2024 | 0.51% | 28.23 CHF | 28.37 CHF | 3,200 | 3,200 | 3,230 | 3,230 | 91,092 CHF | 91,554 CHF | 100.00% | 100.00% |
02/07/2024 | 0.72% | 27.90 CHF | 28.10 CHF | 3,300 | 3,300 | 3,311 | 3,311 | 92,006 CHF | 92,668 CHF | 100.00% | 100.00% |