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% | 21.75 CHF | 21.80 CHF | 40,000 | 40,000 | 39,626 | 39,623 | 851,326 CHF | 853,264 CHF | 99.98% | 99.98% |
12/07/2024 | 0.24% | 21.50 CHF | 21.55 CHF | 40,000 | 40,000 | 39,712 | 39,712 | 841,698 CHF | 843,685 CHF | 99.77% | 99.77% |
11/07/2024 | 0.23% | 21.45 CHF | 21.50 CHF | 40,000 | 40,000 | 39,645 | 39,645 | 868,792 CHF | 870,776 CHF | 99.77% | 99.77% |
10/07/2024 | 0.23% | 21.75 CHF | 21.80 CHF | 40,000 | 40,000 | 39,698 | 39,698 | 863,476 CHF | 865,462 CHF | 99.64% | 99.64% |
09/07/2024 | 0.23% | 21.70 CHF | 21.75 CHF | 40,000 | 40,000 | 39,654 | 39,653 | 861,749 CHF | 863,715 CHF | 99.93% | 99.93% |
08/07/2024 | 0.23% | 21.55 CHF | 21.60 CHF | 40,000 | 40,000 | 39,736 | 39,736 | 853,240 CHF | 855,228 CHF | 99.70% | 99.70% |
05/07/2024 | 0.24% | 21.45 CHF | 21.50 CHF | 40,000 | 40,000 | 39,686 | 39,685 | 843,039 CHF | 844,996 CHF | 99.36% | 99.36% |
04/07/2024 | 0.24% | 21.15 CHF | 21.20 CHF | 40,000 | 40,000 | 39,717 | 39,717 | 841,569 CHF | 843,557 CHF | 99.30% | 99.30% |
03/07/2024 | 0.24% | 21.10 CHF | 21.15 CHF | 40,000 | 40,000 | 39,684 | 39,684 | 832,962 CHF | 834,948 CHF | 99.66% | 99.66% |
02/07/2024 | 0.25% | 20.75 CHF | 20.80 CHF | 40,000 | 40,000 | 39,623 | 39,621 | 813,154 CHF | 815,103 CHF | 99.45% | 99.45% |