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 | 0.23% | 22.50 CHF | 22.55 CHF | 40,000 | 40,000 | 39,711 | 39,711 | 883,549 CHF | 885,536 CHF | 99.76% | 99.76% |
12/07/2024 | 0.23% | 22.30 CHF | 22.35 CHF | 40,000 | 40,000 | 39,712 | 39,712 | 872,081 CHF | 874,068 CHF | 99.76% | 99.76% |
11/07/2024 | 0.22% | 22.20 CHF | 22.25 CHF | 40,000 | 40,000 | 39,645 | 39,645 | 899,041 CHF | 901,025 CHF | 99.55% | 99.55% |
10/07/2024 | 0.22% | 22.55 CHF | 22.60 CHF | 40,000 | 40,000 | 39,693 | 39,693 | 893,802 CHF | 895,789 CHF | 99.82% | 99.82% |
09/07/2024 | 0.22% | 22.45 CHF | 22.50 CHF | 40,000 | 40,000 | 39,649 | 39,648 | 891,752 CHF | 893,714 CHF | 99.94% | 99.94% |
08/07/2024 | 0.23% | 22.30 CHF | 22.35 CHF | 40,000 | 40,000 | 39,731 | 39,731 | 883,571 CHF | 885,559 CHF | 99.62% | 99.62% |
05/07/2024 | 0.23% | 22.20 CHF | 22.25 CHF | 40,000 | 40,000 | 39,678 | 39,677 | 873,264 CHF | 875,223 CHF | 98.28% | 98.28% |
04/07/2024 | 0.23% | 21.90 CHF | 21.95 CHF | 40,000 | 40,000 | 39,713 | 39,713 | 871,737 CHF | 873,724 CHF | 99.36% | 99.36% |
03/07/2024 | 0.23% | 21.85 CHF | 21.90 CHF | 40,000 | 40,000 | 39,680 | 39,680 | 863,625 CHF | 865,611 CHF | 99.71% | 99.71% |
02/07/2024 | 0.24% | 21.50 CHF | 21.55 CHF | 40,000 | 40,000 | 39,923 | 39,923 | 850,022 CHF | 852,019 CHF | 99.17% | 99.17% |