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% | 23.18 CHF | 23.19 CHF | 43,000 | 43,000 | 19,517 | 19,517 | 452,263 CHF | 452,678 CHF | 99.84% | 99.84% |
12/07/2024 | 0.12% | 23.25 CHF | 23.26 CHF | 43,000 | 43,000 | 19,562 | 19,562 | 453,936 CHF | 454,351 CHF | 99.99% | 99.99% |
11/07/2024 | 0.12% | 23.33 CHF | 23.34 CHF | 43,000 | 43,000 | 19,193 | 19,193 | 458,776 CHF | 459,185 CHF | 99.75% | 99.75% |
10/07/2024 | 0.12% | 23.89 CHF | 23.90 CHF | 42,000 | 42,000 | 19,122 | 19,122 | 461,216 CHF | 461,625 CHF | 99.27% | 99.27% |
09/07/2024 | 0.12% | 24.20 CHF | 24.21 CHF | 42,000 | 42,000 | 19,102 | 19,102 | 461,368 CHF | 461,776 CHF | 99.99% | 99.99% |
08/07/2024 | 0.12% | 24.11 CHF | 24.12 CHF | 42,000 | 42,000 | 19,103 | 19,103 | 461,072 CHF | 461,479 CHF | 99.95% | 99.95% |
05/07/2024 | 0.12% | 24.15 CHF | 24.16 CHF | 42,000 | 42,000 | 19,057 | 19,057 | 457,907 CHF | 458,314 CHF | 99.81% | 99.81% |
04/07/2024 | 0.13% | 23.98 CHF | 24.00 CHF | 17,000 | 17,000 | 13,814 | 13,814 | 330,910 CHF | 331,302 CHF | 98.30% | 98.30% |
03/07/2024 | 0.12% | 23.86 CHF | 23.87 CHF | 42,000 | 42,000 | 19,174 | 19,174 | 463,871 CHF | 464,284 CHF | 96.05% | 96.05% |
02/07/2024 | 0.12% | 23.95 CHF | 23.96 CHF | 42,000 | 42,000 | 19,050 | 19,050 | 453,818 CHF | 454,225 CHF | 99.98% | 99.98% |