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% | 22.00 CHF | 22.05 CHF | 40,000 | 40,000 | 39,711 | 39,711 | 863,116 CHF | 865,103 CHF | 99.75% | 99.75% |
12/07/2024 | 0.23% | 21.75 CHF | 21.80 CHF | 40,000 | 40,000 | 39,712 | 39,712 | 851,668 CHF | 853,655 CHF | 99.77% | 99.77% |
11/07/2024 | 0.23% | 21.70 CHF | 21.75 CHF | 40,000 | 40,000 | 39,645 | 39,645 | 878,761 CHF | 880,745 CHF | 99.77% | 99.77% |
10/07/2024 | 0.23% | 22.00 CHF | 22.05 CHF | 40,000 | 40,000 | 39,701 | 39,701 | 873,471 CHF | 875,457 CHF | 99.80% | 99.80% |
09/07/2024 | 0.23% | 21.95 CHF | 22.00 CHF | 40,000 | 40,000 | 39,656 | 39,655 | 871,744 CHF | 873,710 CHF | 99.86% | 99.86% |
08/07/2024 | 0.23% | 21.80 CHF | 21.85 CHF | 40,000 | 40,000 | 39,739 | 39,739 | 863,275 CHF | 865,263 CHF | 99.69% | 99.69% |
05/07/2024 | 0.23% | 21.70 CHF | 21.75 CHF | 40,000 | 40,000 | 39,688 | 39,687 | 853,067 CHF | 855,022 CHF | 99.25% | 99.25% |
04/07/2024 | 0.23% | 21.40 CHF | 21.45 CHF | 40,000 | 40,000 | 39,720 | 39,720 | 851,611 CHF | 853,599 CHF | 99.33% | 99.33% |
03/07/2024 | 0.24% | 21.35 CHF | 21.40 CHF | 40,000 | 40,000 | 39,687 | 39,687 | 843,075 CHF | 845,061 CHF | 99.65% | 99.65% |
02/07/2024 | 0.24% | 21.00 CHF | 21.05 CHF | 40,000 | 40,000 | 39,624 | 39,622 | 823,224 CHF | 825,163 CHF | 99.58% | 99.58% |