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 | 0.13% | 22.13 CHF | 22.14 CHF | 43,000 | 43,000 | 19,520 | 19,520 | 431,861 CHF | 432,276 CHF | 99.86% | 99.86% |
12/07/2024 | 0.13% | 22.20 CHF | 22.21 CHF | 43,000 | 43,000 | 19,561 | 19,561 | 433,441 CHF | 433,856 CHF | 99.99% | 99.99% |
11/07/2024 | 0.12% | 22.29 CHF | 22.30 CHF | 43,000 | 43,000 | 19,182 | 19,182 | 438,432 CHF | 438,841 CHF | 99.70% | 99.70% |
10/07/2024 | 0.12% | 22.83 CHF | 22.84 CHF | 42,000 | 42,000 | 19,122 | 19,122 | 441,112 CHF | 441,521 CHF | 99.27% | 99.27% |
09/07/2024 | 0.12% | 23.15 CHF | 23.16 CHF | 42,000 | 42,000 | 19,103 | 19,103 | 441,330 CHF | 441,738 CHF | 99.99% | 99.99% |
08/07/2024 | 0.12% | 23.07 CHF | 23.08 CHF | 42,000 | 42,000 | 19,103 | 19,103 | 441,071 CHF | 441,479 CHF | 99.99% | 99.99% |
05/07/2024 | 0.13% | 23.10 CHF | 23.11 CHF | 42,000 | 42,000 | 19,057 | 19,057 | 437,890 CHF | 438,297 CHF | 99.81% | 99.81% |
04/07/2024 | 0.13% | 22.93 CHF | 22.95 CHF | 17,000 | 17,000 | 13,814 | 13,814 | 316,380 CHF | 316,773 CHF | 98.30% | 98.30% |
03/07/2024 | 0.12% | 22.81 CHF | 22.82 CHF | 42,000 | 42,000 | 19,099 | 19,099 | 441,984 CHF | 442,396 CHF | 95.89% | 95.89% |
02/07/2024 | 0.13% | 22.90 CHF | 22.91 CHF | 42,000 | 42,000 | 19,045 | 19,045 | 433,598 CHF | 434,005 CHF | 99.96% | 99.96% |