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% | 20.05 CHF | 20.06 CHF | 43,000 | 43,000 | 19,519 | 19,519 | 391,247 CHF | 391,661 CHF | 99.85% | 99.85% |
12/07/2024 | 0.14% | 20.12 CHF | 20.13 CHF | 43,000 | 43,000 | 19,562 | 19,562 | 392,722 CHF | 393,137 CHF | 99.99% | 99.99% |
11/07/2024 | 0.14% | 20.21 CHF | 20.22 CHF | 43,000 | 43,000 | 19,168 | 19,168 | 398,233 CHF | 398,641 CHF | 99.88% | 99.88% |
10/07/2024 | 0.14% | 20.74 CHF | 20.75 CHF | 42,000 | 42,000 | 19,122 | 19,122 | 401,180 CHF | 401,588 CHF | 99.27% | 99.27% |
09/07/2024 | 0.14% | 21.06 CHF | 21.07 CHF | 42,000 | 42,000 | 19,103 | 19,103 | 401,485 CHF | 401,893 CHF | 100.00% | 100.00% |
08/07/2024 | 0.14% | 20.98 CHF | 20.99 CHF | 42,000 | 42,000 | 19,104 | 19,104 | 401,312 CHF | 401,720 CHF | 99.95% | 99.95% |
05/07/2024 | 0.14% | 21.02 CHF | 21.03 CHF | 42,000 | 42,000 | 19,057 | 19,057 | 398,139 CHF | 398,547 CHF | 99.81% | 99.81% |
04/07/2024 | 0.15% | 20.84 CHF | 20.86 CHF | 17,000 | 17,000 | 13,814 | 13,814 | 287,503 CHF | 287,896 CHF | 98.30% | 98.30% |
03/07/2024 | 0.14% | 20.72 CHF | 20.73 CHF | 42,000 | 42,000 | 18,923 | 18,923 | 398,302 CHF | 398,713 CHF | 97.47% | 97.47% |
02/07/2024 | 0.14% | 20.80 CHF | 20.81 CHF | 42,000 | 42,000 | 19,048 | 19,048 | 393,704 CHF | 394,110 CHF | 99.98% | 99.98% |