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% | 22.76 CHF | 22.80 CHF | 5,600 | 5,600 | 5,600 | 5,600 | 130,289 CHF | 130,513 CHF | 99.99% | 99.99% |
12/07/2024 | 0.18% | 24.11 CHF | 24.15 CHF | 5,900 | 5,900 | 5,900 | 5,900 | 133,820 CHF | 134,056 CHF | 99.99% | 99.99% |
11/07/2024 | 0.19% | 21.95 CHF | 21.99 CHF | 6,100 | 6,100 | 6,216 | 6,216 | 133,304 CHF | 133,553 CHF | 99.76% | 99.76% |
10/07/2024 | 0.19% | 21.06 CHF | 21.10 CHF | 6,600 | 6,600 | 6,600 | 6,600 | 135,970 CHF | 136,234 CHF | 99.99% | 99.99% |
09/07/2024 | 0.19% | 19.82 CHF | 19.86 CHF | 6,300 | 6,300 | 6,300 | 6,300 | 129,880 CHF | 130,132 CHF | 99.74% | 99.74% |
08/07/2024 | 0.18% | 21.57 CHF | 21.61 CHF | 6,100 | 6,100 | 6,151 | 6,151 | 134,389 CHF | 134,635 CHF | 99.98% | 99.98% |
05/07/2024 | 0.18% | 21.26 CHF | 21.30 CHF | 6,100 | 6,100 | 5,930 | 5,930 | 132,231 CHF | 132,468 CHF | 99.77% | 99.77% |
04/07/2024 | 0.18% | 22.48 CHF | 22.52 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 133,379 CHF | 133,619 CHF | 100.00% | 100.00% |
03/07/2024 | 0.18% | 21.82 CHF | 21.86 CHF | 6,300 | 6,300 | 6,397 | 6,397 | 138,204 CHF | 138,460 CHF | 100.00% | 100.00% |
02/07/2024 | 0.20% | 20.09 CHF | 20.13 CHF | 6,500 | 6,500 | 6,500 | 6,500 | 127,343 CHF | 127,603 CHF | 99.94% | 99.94% |