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% | 23.74 CHF | 23.76 CHF | 30,000 | 30,000 | 16,537 | 16,537 | 387,473 CHF | 387,904 CHF | 99.97% | 99.97% |
12/07/2024 | 0.12% | 23.42 CHF | 23.44 CHF | 30,000 | 30,000 | 16,541 | 16,541 | 387,439 CHF | 387,870 CHF | 99.98% | 99.98% |
11/07/2024 | 0.12% | 23.58 CHF | 23.60 CHF | 30,000 | 30,000 | 16,455 | 16,455 | 397,579 CHF | 398,009 CHF | 99.96% | 99.96% |
10/07/2024 | 0.12% | 24.26 CHF | 24.28 CHF | 29,000 | 29,000 | 16,315 | 16,315 | 395,258 CHF | 395,685 CHF | 99.99% | 99.99% |
09/07/2024 | 0.12% | 24.23 CHF | 24.25 CHF | 29,000 | 29,000 | 16,321 | 16,321 | 394,884 CHF | 395,311 CHF | 100.00% | 100.00% |
08/07/2024 | 0.12% | 24.11 CHF | 24.13 CHF | 29,000 | 29,000 | 16,487 | 16,487 | 397,073 CHF | 397,503 CHF | 99.81% | 99.81% |
05/07/2024 | 0.12% | 24.23 CHF | 24.25 CHF | 29,000 | 29,000 | 16,369 | 16,369 | 389,697 CHF | 390,125 CHF | 99.27% | 99.27% |
04/07/2024 | 0.13% | 23.61 CHF | 23.64 CHF | 15,000 | 15,000 | 13,405 | 13,405 | 316,076 CHF | 316,478 CHF | 100.00% | 100.00% |
03/07/2024 | 0.12% | 23.50 CHF | 23.52 CHF | 30,000 | 30,000 | 16,533 | 16,533 | 387,893 CHF | 388,324 CHF | 99.99% | 99.99% |
02/07/2024 | 0.12% | 23.23 CHF | 23.25 CHF | 30,000 | 30,000 | 16,533 | 16,533 | 381,275 CHF | 381,673 CHF | 99.97% | 99.97% |