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% | 22.95 CHF | 22.97 CHF | 30,000 | 30,000 | 16,531 | 16,531 | 374,332 CHF | 374,763 CHF | 99.84% | 99.84% |
12/07/2024 | 0.12% | 22.64 CHF | 22.66 CHF | 30,000 | 30,000 | 16,517 | 16,517 | 373,868 CHF | 374,299 CHF | 99.73% | 99.73% |
11/07/2024 | 0.12% | 22.80 CHF | 22.82 CHF | 30,000 | 30,000 | 16,464 | 16,464 | 384,844 CHF | 385,274 CHF | 99.65% | 99.65% |
10/07/2024 | 0.12% | 23.47 CHF | 23.49 CHF | 29,000 | 29,000 | 16,315 | 16,315 | 382,324 CHF | 382,751 CHF | 99.99% | 99.99% |
09/07/2024 | 0.12% | 23.44 CHF | 23.46 CHF | 29,000 | 29,000 | 16,313 | 16,313 | 381,801 CHF | 382,228 CHF | 99.94% | 99.94% |
08/07/2024 | 0.12% | 23.32 CHF | 23.34 CHF | 29,000 | 29,000 | 16,485 | 16,485 | 384,024 CHF | 384,454 CHF | 99.77% | 99.77% |
05/07/2024 | 0.12% | 23.44 CHF | 23.46 CHF | 29,000 | 29,000 | 16,359 | 16,359 | 376,543 CHF | 376,971 CHF | 99.10% | 99.10% |
04/07/2024 | 0.13% | 22.82 CHF | 22.85 CHF | 15,000 | 15,000 | 13,405 | 13,405 | 305,472 CHF | 305,874 CHF | 100.00% | 100.00% |
03/07/2024 | 0.12% | 22.71 CHF | 22.73 CHF | 30,000 | 30,000 | 16,533 | 16,533 | 374,826 CHF | 375,257 CHF | 99.99% | 99.99% |
02/07/2024 | 0.12% | 22.44 CHF | 22.46 CHF | 30,000 | 30,000 | 16,533 | 16,533 | 368,166 CHF | 368,564 CHF | 99.97% | 99.97% |