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 | 0.21% | 18.04 CHF | 18.08 CHF | 32,400 | 32,400 | 32,400 | 32,400 | 608,852 CHF | 610,148 CHF | 100.00% | 100.00% |
12/07/2024 | 0.16% | 19.98 CHF | 20.01 CHF | 35,400 | 35,400 | 35,400 | 35,400 | 662,344 CHF | 663,406 CHF | 100.00% | 100.00% |
11/07/2024 | 0.17% | 18.02 CHF | 18.05 CHF | 36,200 | 36,200 | 36,200 | 36,200 | 648,027 CHF | 649,113 CHF | 99.85% | 99.85% |
10/07/2024 | 0.18% | 17.27 CHF | 17.30 CHF | 39,000 | 39,000 | 39,000 | 39,000 | 648,007 CHF | 649,177 CHF | 100.00% | 100.00% |
09/07/2024 | 0.18% | 15.74 CHF | 15.77 CHF | 35,300 | 35,300 | 35,300 | 35,300 | 593,252 CHF | 594,311 CHF | 100.00% | 100.00% |
08/07/2024 | 0.16% | 17.91 CHF | 17.94 CHF | 34,700 | 34,700 | 34,700 | 34,700 | 645,997 CHF | 647,038 CHF | 98.72% | 98.72% |
05/07/2024 | 0.16% | 18.00 CHF | 18.03 CHF | 34,300 | 34,300 | 34,300 | 34,300 | 645,314 CHF | 646,343 CHF | 99.97% | 99.97% |
04/07/2024 | 0.16% | 18.51 CHF | 18.54 CHF | 35,300 | 35,300 | 35,300 | 35,300 | 646,836 CHF | 647,895 CHF | 100.00% | 100.00% |
03/07/2024 | 0.17% | 17.83 CHF | 17.86 CHF | 38,200 | 38,200 | 38,200 | 38,200 | 674,733 CHF | 675,879 CHF | 100.00% | 100.00% |
02/07/2024 | 0.19% | 16.16 CHF | 16.19 CHF | 36,900 | 36,900 | 36,900 | 36,900 | 579,204 CHF | 580,311 CHF | 99.99% | 99.99% |