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 | 0.09% | 17.13 CHF | 17.14 CHF | 48,000 | 48,000 | 27,504 | 27,504 | 467,788 CHF | 468,170 CHF | 99.99% | 99.99% |
12/07/2024 | 0.09% | 17.02 CHF | 17.03 CHF | 50,000 | 50,000 | 27,558 | 27,558 | 469,612 CHF | 469,995 CHF | 99.98% | 99.98% |
11/07/2024 | 0.09% | 17.03 CHF | 17.04 CHF | 50,000 | 50,000 | 27,058 | 27,058 | 471,738 CHF | 472,115 CHF | 99.92% | 99.92% |
10/07/2024 | 0.09% | 17.38 CHF | 17.39 CHF | 48,000 | 48,000 | 26,877 | 26,877 | 468,317 CHF | 468,692 CHF | 99.99% | 99.99% |
09/07/2024 | 0.09% | 17.50 CHF | 17.51 CHF | 48,000 | 48,000 | 26,889 | 26,889 | 473,795 CHF | 474,171 CHF | 100.00% | 100.00% |
08/07/2024 | 0.09% | 17.58 CHF | 17.59 CHF | 48,000 | 48,000 | 26,881 | 26,881 | 474,223 CHF | 474,599 CHF | 100.00% | 100.00% |
05/07/2024 | 0.09% | 17.63 CHF | 17.64 CHF | 48,000 | 48,000 | 26,998 | 26,998 | 472,007 CHF | 472,384 CHF | 99.07% | 99.07% |
04/07/2024 | 0.09% | 17.38 CHF | 17.39 CHF | 24,000 | 24,000 | 21,874 | 21,874 | 381,768 CHF | 382,093 CHF | 100.00% | 100.00% |
03/07/2024 | 0.09% | 17.41 CHF | 17.42 CHF | 48,000 | 48,000 | 27,107 | 27,107 | 471,316 CHF | 471,691 CHF | 96.77% | 96.77% |
02/07/2024 | 0.09% | 17.31 CHF | 17.32 CHF | 48,000 | 48,000 | 26,888 | 26,888 | 464,520 CHF | 464,896 CHF | 99.98% | 99.98% |