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 | 0.11% | 25.30 CHF | 25.32 CHF | 30,000 | 30,000 | 16,536 | 16,536 | 413,252 CHF | 413,683 CHF | 99.97% | 99.97% |
12/07/2024 | 0.11% | 24.98 CHF | 25.00 CHF | 30,000 | 30,000 | 16,543 | 16,543 | 413,284 CHF | 413,716 CHF | 100.00% | 100.00% |
11/07/2024 | 0.11% | 25.14 CHF | 25.16 CHF | 30,000 | 30,000 | 16,449 | 16,449 | 423,151 CHF | 423,580 CHF | 99.92% | 99.92% |
10/07/2024 | 0.11% | 25.83 CHF | 25.85 CHF | 29,000 | 29,000 | 16,315 | 16,315 | 420,778 CHF | 421,205 CHF | 99.99% | 99.99% |
09/07/2024 | 0.11% | 25.80 CHF | 25.82 CHF | 29,000 | 29,000 | 16,321 | 16,321 | 420,414 CHF | 420,841 CHF | 100.00% | 100.00% |
08/07/2024 | 0.11% | 25.67 CHF | 25.69 CHF | 29,000 | 29,000 | 16,486 | 16,486 | 422,778 CHF | 423,209 CHF | 99.80% | 99.80% |
05/07/2024 | 0.11% | 25.80 CHF | 25.82 CHF | 29,000 | 29,000 | 16,375 | 16,375 | 415,445 CHF | 415,872 CHF | 99.28% | 99.28% |
04/07/2024 | 0.12% | 25.17 CHF | 25.20 CHF | 15,000 | 15,000 | 13,405 | 13,405 | 337,078 CHF | 337,480 CHF | 100.00% | 100.00% |
03/07/2024 | 0.11% | 25.07 CHF | 25.09 CHF | 30,000 | 30,000 | 16,534 | 16,534 | 413,874 CHF | 414,305 CHF | 100.00% | 100.00% |
02/07/2024 | 0.11% | 24.80 CHF | 24.82 CHF | 30,000 | 30,000 | 16,535 | 16,535 | 407,304 CHF | 407,702 CHF | 99.98% | 99.98% |