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 | 0.15% | 19.01 CHF | 19.02 CHF | 43,000 | 43,000 | 19,513 | 19,513 | 370,884 CHF | 371,298 CHF | 99.83% | 99.83% |
12/07/2024 | 0.15% | 19.08 CHF | 19.09 CHF | 43,000 | 43,000 | 19,563 | 19,563 | 372,477 CHF | 372,892 CHF | 100.00% | 100.00% |
11/07/2024 | 0.14% | 19.17 CHF | 19.18 CHF | 43,000 | 43,000 | 19,174 | 19,174 | 378,470 CHF | 378,879 CHF | 99.90% | 99.90% |
10/07/2024 | 0.14% | 19.70 CHF | 19.71 CHF | 42,000 | 42,000 | 19,122 | 19,122 | 381,285 CHF | 381,693 CHF | 99.27% | 99.27% |
09/07/2024 | 0.14% | 20.02 CHF | 20.03 CHF | 42,000 | 42,000 | 19,105 | 19,105 | 381,648 CHF | 382,056 CHF | 100.00% | 100.00% |
08/07/2024 | 0.14% | 19.94 CHF | 19.95 CHF | 42,000 | 42,000 | 19,102 | 19,102 | 381,453 CHF | 381,860 CHF | 100.00% | 100.00% |
05/07/2024 | 0.15% | 19.98 CHF | 19.99 CHF | 42,000 | 42,000 | 19,056 | 19,056 | 378,337 CHF | 378,744 CHF | 99.81% | 99.81% |
04/07/2024 | 0.15% | 19.80 CHF | 19.82 CHF | 17,000 | 17,000 | 13,814 | 13,814 | 273,124 CHF | 273,517 CHF | 98.30% | 98.30% |
03/07/2024 | 0.14% | 19.68 CHF | 19.69 CHF | 42,000 | 42,000 | 19,175 | 19,175 | 383,562 CHF | 383,975 CHF | 95.73% | 95.73% |
02/07/2024 | 0.15% | 19.76 CHF | 19.77 CHF | 42,000 | 42,000 | 19,052 | 19,052 | 373,876 CHF | 374,282 CHF | 99.99% | 99.99% |