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 | 0.14% | 21.09 CHF | 21.10 CHF | 43,000 | 43,000 | 19,514 | 19,514 | 411,355 CHF | 411,769 CHF | 99.83% | 99.83% |
12/07/2024 | 0.14% | 21.15 CHF | 21.16 CHF | 43,000 | 43,000 | 19,563 | 19,563 | 413,024 CHF | 413,439 CHF | 100.00% | 100.00% |
11/07/2024 | 0.13% | 21.24 CHF | 21.25 CHF | 43,000 | 43,000 | 19,181 | 19,181 | 418,377 CHF | 418,786 CHF | 99.70% | 99.70% |
10/07/2024 | 0.13% | 21.79 CHF | 21.80 CHF | 42,000 | 42,000 | 19,122 | 19,122 | 421,077 CHF | 421,485 CHF | 99.27% | 99.27% |
09/07/2024 | 0.13% | 22.10 CHF | 22.11 CHF | 42,000 | 42,000 | 19,105 | 19,105 | 421,378 CHF | 421,786 CHF | 100.00% | 100.00% |
08/07/2024 | 0.13% | 22.02 CHF | 22.03 CHF | 42,000 | 42,000 | 19,100 | 19,100 | 421,025 CHF | 421,433 CHF | 99.99% | 99.99% |
05/07/2024 | 0.13% | 22.06 CHF | 22.07 CHF | 42,000 | 42,000 | 19,055 | 19,055 | 417,895 CHF | 418,302 CHF | 99.81% | 99.81% |
04/07/2024 | 0.14% | 21.88 CHF | 21.90 CHF | 17,000 | 17,000 | 13,814 | 13,814 | 301,880 CHF | 302,273 CHF | 98.30% | 98.30% |
03/07/2024 | 0.13% | 21.76 CHF | 21.77 CHF | 42,000 | 42,000 | 18,852 | 18,852 | 416,399 CHF | 416,811 CHF | 94.71% | 94.71% |
02/07/2024 | 0.13% | 21.85 CHF | 21.86 CHF | 42,000 | 42,000 | 19,048 | 19,048 | 413,616 CHF | 414,022 CHF | 99.98% | 99.98% |