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% | 24.38 CHF | 24.39 CHF | 43,000 | 43,000 | 19,541 | 19,541 | 476,195 CHF | 476,609 CHF | 99.98% | 99.98% |
12/07/2024 | 0.12% | 24.44 CHF | 24.45 CHF | 43,000 | 43,000 | 19,563 | 19,563 | 477,409 CHF | 477,824 CHF | 100.00% | 100.00% |
11/07/2024 | 0.11% | 24.53 CHF | 24.54 CHF | 43,000 | 43,000 | 19,189 | 19,189 | 481,658 CHF | 482,067 CHF | 99.74% | 99.74% |
10/07/2024 | 0.11% | 25.09 CHF | 25.10 CHF | 42,000 | 42,000 | 19,122 | 19,122 | 484,174 CHF | 484,583 CHF | 99.27% | 99.27% |
09/07/2024 | 0.11% | 25.40 CHF | 25.41 CHF | 42,000 | 42,000 | 19,103 | 19,103 | 484,289 CHF | 484,697 CHF | 100.00% | 100.00% |
08/07/2024 | 0.11% | 25.31 CHF | 25.32 CHF | 42,000 | 42,000 | 19,103 | 19,103 | 483,898 CHF | 484,305 CHF | 99.99% | 99.99% |
05/07/2024 | 0.11% | 25.35 CHF | 25.36 CHF | 42,000 | 42,000 | 19,056 | 19,056 | 480,723 CHF | 481,131 CHF | 99.81% | 99.81% |
04/07/2024 | 0.12% | 25.18 CHF | 25.20 CHF | 17,000 | 17,000 | 13,814 | 13,814 | 347,486 CHF | 347,879 CHF | 98.30% | 98.30% |
03/07/2024 | 0.11% | 25.06 CHF | 25.07 CHF | 42,000 | 42,000 | 18,896 | 18,896 | 479,941 CHF | 480,349 CHF | 99.03% | 99.03% |
02/07/2024 | 0.11% | 25.16 CHF | 25.17 CHF | 42,000 | 42,000 | 18,918 | 18,918 | 473,514 CHF | 473,921 CHF | 99.07% | 99.07% |