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 | 0.17% | 23.65 CHF | 23.69 CHF | 10,900 | 10,900 | 10,855 | 10,855 | 256,816 CHF | 257,250 CHF | 99.98% | 99.98% |
12/07/2024 | 0.17% | 24.14 CHF | 24.18 CHF | 11,000 | 11,000 | 10,955 | 10,955 | 262,381 CHF | 262,819 CHF | 100.00% | 100.00% |
11/07/2024 | 0.17% | 23.25 CHF | 23.29 CHF | 10,900 | 10,900 | 10,855 | 10,855 | 255,620 CHF | 256,054 CHF | 99.94% | 99.94% |
10/07/2024 | 0.17% | 23.80 CHF | 23.84 CHF | 11,200 | 11,200 | 11,154 | 11,154 | 261,858 CHF | 262,304 CHF | 100.00% | 100.00% |
09/07/2024 | 0.17% | 22.86 CHF | 22.90 CHF | 11,100 | 11,100 | 10,871 | 10,871 | 250,946 CHF | 251,381 CHF | 100.00% | 100.00% |
08/07/2024 | 0.17% | 23.75 CHF | 23.79 CHF | 10,900 | 10,900 | 10,855 | 10,855 | 261,471 CHF | 261,905 CHF | 99.98% | 99.98% |
05/07/2024 | 0.17% | 23.71 CHF | 23.75 CHF | 11,000 | 11,000 | 10,955 | 10,955 | 261,074 CHF | 261,512 CHF | 99.99% | 99.99% |
04/07/2024 | 0.17% | 23.50 CHF | 23.54 CHF | 11,000 | 11,000 | 10,955 | 10,955 | 257,894 CHF | 258,332 CHF | 100.00% | 100.00% |
03/07/2024 | 0.17% | 23.42 CHF | 23.46 CHF | 11,300 | 11,300 | 11,424 | 11,424 | 262,321 CHF | 262,778 CHF | 100.00% | 100.00% |
02/07/2024 | 0.18% | 22.48 CHF | 22.52 CHF | 11,300 | 11,300 | 11,253 | 11,253 | 252,927 CHF | 253,377 CHF | 99.97% | 99.97% |