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% | 22.25 CHF | 22.30 CHF | 40,000 | 40,000 | 39,711 | 39,711 | 873,334 CHF | 875,321 CHF | 99.77% | 99.77% |
12/07/2024 | 0.23% | 22.00 CHF | 22.05 CHF | 40,000 | 40,000 | 39,712 | 39,712 | 861,826 CHF | 863,814 CHF | 99.77% | 99.77% |
11/07/2024 | 0.22% | 21.95 CHF | 22.00 CHF | 40,000 | 40,000 | 39,646 | 39,646 | 888,879 CHF | 890,864 CHF | 99.93% | 99.93% |
10/07/2024 | 0.23% | 22.25 CHF | 22.30 CHF | 40,000 | 40,000 | 39,701 | 39,701 | 883,668 CHF | 885,655 CHF | 99.72% | 99.72% |
09/07/2024 | 0.23% | 22.20 CHF | 22.25 CHF | 40,000 | 40,000 | 39,656 | 39,656 | 881,817 CHF | 883,802 CHF | 99.86% | 99.86% |
08/07/2024 | 0.23% | 22.05 CHF | 22.10 CHF | 40,000 | 40,000 | 39,738 | 39,738 | 873,508 CHF | 875,496 CHF | 99.69% | 99.69% |
05/07/2024 | 0.23% | 21.95 CHF | 22.00 CHF | 40,000 | 40,000 | 39,689 | 39,688 | 863,330 CHF | 865,291 CHF | 99.58% | 99.58% |
04/07/2024 | 0.23% | 21.65 CHF | 21.70 CHF | 40,000 | 40,000 | 39,720 | 39,720 | 861,776 CHF | 863,763 CHF | 99.33% | 99.33% |
03/07/2024 | 0.23% | 21.60 CHF | 21.65 CHF | 40,000 | 40,000 | 39,686 | 39,686 | 853,459 CHF | 855,445 CHF | 99.69% | 99.69% |
02/07/2024 | 0.24% | 21.25 CHF | 21.30 CHF | 40,000 | 40,000 | 39,626 | 39,625 | 833,543 CHF | 835,494 CHF | 100.00% | 100.00% |