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 | 0.15% | 18.74 CHF | 18.75 CHF | 43,000 | 43,000 | 19,541 | 19,541 | 366,097 CHF | 366,511 CHF | 99.95% | 99.95% |
12/07/2024 | 0.15% | 18.81 CHF | 18.82 CHF | 43,000 | 43,000 | 19,563 | 19,563 | 367,159 CHF | 367,574 CHF | 100.00% | 100.00% |
11/07/2024 | 0.15% | 18.90 CHF | 18.91 CHF | 43,000 | 43,000 | 19,172 | 19,172 | 373,188 CHF | 373,596 CHF | 99.81% | 99.81% |
10/07/2024 | 0.15% | 19.43 CHF | 19.44 CHF | 42,000 | 42,000 | 19,122 | 19,122 | 376,030 CHF | 376,438 CHF | 99.27% | 99.27% |
09/07/2024 | 0.15% | 19.74 CHF | 19.75 CHF | 42,000 | 42,000 | 19,105 | 19,105 | 376,399 CHF | 376,807 CHF | 100.00% | 100.00% |
08/07/2024 | 0.15% | 19.67 CHF | 19.68 CHF | 42,000 | 42,000 | 19,103 | 19,103 | 376,271 CHF | 376,679 CHF | 99.95% | 99.95% |
05/07/2024 | 0.15% | 19.71 CHF | 19.72 CHF | 42,000 | 42,000 | 19,056 | 19,056 | 373,110 CHF | 373,518 CHF | 99.81% | 99.81% |
04/07/2024 | 0.16% | 19.53 CHF | 19.55 CHF | 17,000 | 17,000 | 13,814 | 13,814 | 269,324 CHF | 269,716 CHF | 98.30% | 98.30% |
03/07/2024 | 0.14% | 19.40 CHF | 19.41 CHF | 42,000 | 42,000 | 18,843 | 18,843 | 371,833 CHF | 372,241 CHF | 98.80% | 98.80% |
02/07/2024 | 0.15% | 19.48 CHF | 19.49 CHF | 42,000 | 42,000 | 18,904 | 18,904 | 365,842 CHF | 366,249 CHF | 99.01% | 99.01% |