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% | 22.62 CHF | 22.63 CHF | 43,000 | 43,000 | 19,541 | 19,541 | 441,942 CHF | 442,357 CHF | 99.98% | 99.98% |
12/07/2024 | 0.13% | 22.69 CHF | 22.70 CHF | 43,000 | 43,000 | 19,562 | 19,562 | 443,046 CHF | 443,460 CHF | 99.99% | 99.99% |
11/07/2024 | 0.12% | 22.78 CHF | 22.79 CHF | 43,000 | 43,000 | 19,186 | 19,186 | 447,942 CHF | 448,351 CHF | 99.72% | 99.72% |
10/07/2024 | 0.12% | 23.33 CHF | 23.34 CHF | 42,000 | 42,000 | 19,122 | 19,122 | 450,531 CHF | 450,939 CHF | 99.27% | 99.27% |
09/07/2024 | 0.12% | 23.64 CHF | 23.65 CHF | 42,000 | 42,000 | 19,103 | 19,103 | 450,692 CHF | 451,099 CHF | 99.99% | 99.99% |
08/07/2024 | 0.12% | 23.56 CHF | 23.57 CHF | 42,000 | 42,000 | 19,103 | 19,103 | 450,421 CHF | 450,829 CHF | 99.99% | 99.99% |
05/07/2024 | 0.12% | 23.59 CHF | 23.60 CHF | 42,000 | 42,000 | 19,059 | 19,059 | 447,308 CHF | 447,715 CHF | 99.82% | 99.82% |
04/07/2024 | 0.13% | 23.43 CHF | 23.45 CHF | 17,000 | 17,000 | 13,814 | 13,814 | 323,182 CHF | 323,575 CHF | 98.30% | 98.30% |
03/07/2024 | 0.12% | 23.30 CHF | 23.31 CHF | 42,000 | 42,000 | 18,849 | 18,849 | 445,489 CHF | 445,897 CHF | 98.83% | 98.83% |
02/07/2024 | 0.12% | 23.39 CHF | 23.40 CHF | 42,000 | 42,000 | 18,899 | 18,899 | 439,645 CHF | 440,052 CHF | 99.00% | 99.00% |