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% | 21.85 CHF | 21.90 CHF | 40,000 | 40,000 | 39,711 | 39,711 | 858,304 CHF | 860,292 CHF | 99.71% | 99.71% |
12/07/2024 | 0.24% | 21.65 CHF | 21.70 CHF | 40,000 | 40,000 | 39,712 | 39,712 | 846,866 CHF | 848,853 CHF | 99.77% | 99.77% |
11/07/2024 | 0.23% | 21.55 CHF | 21.60 CHF | 40,000 | 40,000 | 39,645 | 39,645 | 873,886 CHF | 875,870 CHF | 99.75% | 99.75% |
10/07/2024 | 0.23% | 21.90 CHF | 21.95 CHF | 40,000 | 40,000 | 39,698 | 39,698 | 868,454 CHF | 870,440 CHF | 99.66% | 99.66% |
09/07/2024 | 0.23% | 21.80 CHF | 21.85 CHF | 40,000 | 40,000 | 39,654 | 39,654 | 866,630 CHF | 868,615 CHF | 99.92% | 99.92% |
08/07/2024 | 0.23% | 21.65 CHF | 21.70 CHF | 40,000 | 40,000 | 39,736 | 39,736 | 858,447 CHF | 860,435 CHF | 99.70% | 99.70% |
05/07/2024 | 0.24% | 21.55 CHF | 21.60 CHF | 40,000 | 40,000 | 39,688 | 39,688 | 848,270 CHF | 850,257 CHF | 99.83% | 99.83% |
04/07/2024 | 0.24% | 21.25 CHF | 21.30 CHF | 40,000 | 40,000 | 39,718 | 39,718 | 846,421 CHF | 848,408 CHF | 99.31% | 99.31% |
03/07/2024 | 0.24% | 21.20 CHF | 21.25 CHF | 40,000 | 40,000 | 39,684 | 39,684 | 838,174 CHF | 840,160 CHF | 99.70% | 99.70% |
02/07/2024 | 0.24% | 20.90 CHF | 20.95 CHF | 40,000 | 40,000 | 39,626 | 39,625 | 818,176 CHF | 820,126 CHF | 100.00% | 100.00% |