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 | 0.12% | 24.51 CHF | 24.53 CHF | 30,000 | 30,000 | 16,539 | 16,539 | 400,194 CHF | 400,625 CHF | 99.99% | 99.99% |
12/07/2024 | 0.12% | 24.19 CHF | 24.21 CHF | 30,000 | 30,000 | 16,543 | 16,543 | 400,161 CHF | 400,592 CHF | 100.00% | 100.00% |
11/07/2024 | 0.11% | 24.35 CHF | 24.37 CHF | 30,000 | 30,000 | 16,455 | 16,455 | 410,205 CHF | 410,635 CHF | 99.96% | 99.96% |
10/07/2024 | 0.11% | 25.03 CHF | 25.05 CHF | 29,000 | 29,000 | 16,315 | 16,315 | 407,803 CHF | 408,230 CHF | 99.99% | 99.99% |
09/07/2024 | 0.11% | 25.00 CHF | 25.02 CHF | 29,000 | 29,000 | 16,321 | 16,321 | 407,430 CHF | 407,857 CHF | 100.00% | 100.00% |
08/07/2024 | 0.11% | 24.87 CHF | 24.89 CHF | 29,000 | 29,000 | 16,487 | 16,487 | 409,718 CHF | 410,148 CHF | 99.81% | 99.81% |
05/07/2024 | 0.12% | 25.00 CHF | 25.02 CHF | 29,000 | 29,000 | 16,369 | 16,369 | 402,257 CHF | 402,685 CHF | 99.27% | 99.27% |
04/07/2024 | 0.12% | 24.38 CHF | 24.41 CHF | 15,000 | 15,000 | 13,405 | 13,405 | 326,384 CHF | 326,786 CHF | 100.00% | 100.00% |
03/07/2024 | 0.12% | 24.27 CHF | 24.29 CHF | 30,000 | 30,000 | 16,532 | 16,532 | 400,637 CHF | 401,069 CHF | 99.98% | 99.98% |
02/07/2024 | 0.11% | 24.00 CHF | 24.02 CHF | 30,000 | 30,000 | 16,535 | 16,535 | 394,084 CHF | 394,482 CHF | 99.98% | 99.98% |