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 | 0.05% | 21.78 CHF | 21.79 CHF | 64,400 | 64,400 | 65,286 | 65,286 | 1,378,830 CHF | 1,379,480 CHF | 99.99% | 99.99% |
12/07/2024 | 0.05% | 21.06 CHF | 21.07 CHF | 65,400 | 65,400 | 65,224 | 65,223 | 1,356,970 CHF | 1,357,600 CHF | 99.92% | 99.92% |
11/07/2024 | 0.05% | 21.30 CHF | 21.31 CHF | 65,200 | 65,200 | 66,965 | 66,965 | 1,367,340 CHF | 1,368,010 CHF | 99.83% | 99.83% |
10/07/2024 | 0.05% | 20.03 CHF | 20.04 CHF | 67,200 | 67,200 | 68,345 | 68,345 | 1,364,680 CHF | 1,365,380 CHF | 100.00% | 100.00% |
09/07/2024 | 0.05% | 19.21 CHF | 19.22 CHF | 68,500 | 68,500 | 67,713 | 67,713 | 1,320,120 CHF | 1,320,800 CHF | 99.99% | 99.99% |
08/07/2024 | 0.05% | 19.87 CHF | 19.88 CHF | 67,700 | 67,700 | 67,428 | 67,428 | 1,341,610 CHF | 1,342,280 CHF | 100.00% | 100.00% |
05/07/2024 | 0.05% | 20.26 CHF | 20.27 CHF | 67,400 | 67,400 | 68,915 | 68,915 | 1,365,830 CHF | 1,366,520 CHF | 99.73% | 99.73% |
04/07/2024 | 0.05% | 19.54 CHF | 19.55 CHF | 69,100 | 69,100 | 68,924 | 68,924 | 1,344,580 CHF | 1,345,260 CHF | 100.00% | 100.00% |
03/07/2024 | 0.05% | 19.68 CHF | 19.69 CHF | 68,900 | 68,900 | 71,112 | 71,113 | 1,370,990 CHF | 1,371,700 CHF | 99.92% | 99.92% |
02/07/2024 | 0.05% | 18.69 CHF | 18.70 CHF | 71,400 | 71,400 | 71,577 | 71,577 | 1,332,260 CHF | 1,332,980 CHF | 99.98% | 99.98% |