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% | 19.67 CHF | 19.68 CHF | 43,000 | 43,000 | 19,540 | 19,540 | 384,237 CHF | 384,652 CHF | 99.97% | 99.97% |
12/07/2024 | 0.15% | 19.74 CHF | 19.75 CHF | 43,000 | 43,000 | 19,564 | 19,564 | 385,378 CHF | 385,793 CHF | 100.00% | 100.00% |
11/07/2024 | 0.14% | 19.83 CHF | 19.84 CHF | 43,000 | 43,000 | 19,170 | 19,170 | 390,992 CHF | 391,400 CHF | 99.88% | 99.88% |
10/07/2024 | 0.14% | 20.36 CHF | 20.37 CHF | 42,000 | 42,000 | 19,122 | 19,122 | 393,900 CHF | 394,308 CHF | 99.27% | 99.27% |
09/07/2024 | 0.14% | 20.68 CHF | 20.69 CHF | 42,000 | 42,000 | 19,103 | 19,103 | 394,202 CHF | 394,610 CHF | 100.00% | 100.00% |
08/07/2024 | 0.14% | 20.60 CHF | 20.61 CHF | 42,000 | 42,000 | 19,104 | 19,104 | 394,055 CHF | 394,463 CHF | 99.95% | 99.95% |
05/07/2024 | 0.14% | 20.64 CHF | 20.65 CHF | 42,000 | 42,000 | 19,053 | 19,053 | 390,820 CHF | 391,228 CHF | 99.80% | 99.80% |
04/07/2024 | 0.15% | 20.46 CHF | 20.48 CHF | 17,000 | 17,000 | 13,814 | 13,814 | 282,238 CHF | 282,630 CHF | 98.30% | 98.30% |
03/07/2024 | 0.14% | 20.34 CHF | 20.35 CHF | 42,000 | 42,000 | 18,911 | 18,911 | 390,830 CHF | 391,238 CHF | 99.09% | 99.09% |
02/07/2024 | 0.14% | 20.42 CHF | 20.43 CHF | 42,000 | 42,000 | 18,913 | 18,913 | 383,750 CHF | 384,157 CHF | 99.05% | 99.05% |