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% | 20.63 CHF | 20.64 CHF | 43,000 | 43,000 | 19,539 | 19,539 | 402,961 CHF | 403,375 CHF | 99.97% | 99.97% |
12/07/2024 | 0.14% | 20.70 CHF | 20.71 CHF | 43,000 | 43,000 | 19,562 | 19,562 | 404,076 CHF | 404,491 CHF | 99.99% | 99.99% |
11/07/2024 | 0.13% | 20.79 CHF | 20.80 CHF | 43,000 | 43,000 | 19,172 | 19,172 | 409,405 CHF | 409,813 CHF | 99.89% | 99.89% |
10/07/2024 | 0.13% | 21.33 CHF | 21.34 CHF | 42,000 | 42,000 | 19,122 | 19,122 | 412,286 CHF | 412,694 CHF | 99.27% | 99.27% |
09/07/2024 | 0.13% | 21.64 CHF | 21.65 CHF | 42,000 | 42,000 | 19,104 | 19,104 | 412,566 CHF | 412,974 CHF | 100.00% | 100.00% |
08/07/2024 | 0.13% | 21.56 CHF | 21.57 CHF | 42,000 | 42,000 | 19,102 | 19,102 | 412,335 CHF | 412,743 CHF | 100.00% | 100.00% |
05/07/2024 | 0.13% | 21.60 CHF | 21.61 CHF | 42,000 | 42,000 | 19,058 | 19,058 | 409,235 CHF | 409,643 CHF | 99.82% | 99.82% |
04/07/2024 | 0.14% | 21.43 CHF | 21.45 CHF | 17,000 | 17,000 | 13,814 | 13,814 | 295,545 CHF | 295,937 CHF | 98.30% | 98.30% |
03/07/2024 | 0.13% | 21.30 CHF | 21.31 CHF | 42,000 | 42,000 | 18,887 | 18,887 | 408,570 CHF | 408,978 CHF | 98.99% | 98.99% |
02/07/2024 | 0.14% | 21.39 CHF | 21.40 CHF | 42,000 | 42,000 | 18,905 | 18,905 | 401,842 CHF | 402,249 CHF | 99.02% | 99.02% |