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% | 24.60 CHF | 24.65 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 724,276 CHF | 725,764 CHF | 99.98% | 99.98% |
12/07/2024 | 0.21% | 24.35 CHF | 24.40 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 714,416 CHF | 715,903 CHF | 100.00% | 100.00% |
11/07/2024 | 0.21% | 24.10 CHF | 24.15 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 723,935 CHF | 725,422 CHF | 99.78% | 99.78% |
10/07/2024 | 0.21% | 24.10 CHF | 24.15 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 714,455 CHF | 715,943 CHF | 99.84% | 99.84% |
09/07/2024 | 0.21% | 24.00 CHF | 24.05 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 713,261 CHF | 714,748 CHF | 99.92% | 99.92% |
08/07/2024 | 0.21% | 23.90 CHF | 23.95 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 707,734 CHF | 709,221 CHF | 100.00% | 100.00% |
05/07/2024 | 0.21% | 23.70 CHF | 23.75 CHF | 30,000 | 30,000 | 29,717 | 29,717 | 701,982 CHF | 703,470 CHF | 99.64% | 99.64% |
04/07/2024 | 0.21% | 23.60 CHF | 23.65 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 703,113 CHF | 704,601 CHF | 100.00% | 100.00% |
03/07/2024 | 0.21% | 23.55 CHF | 23.60 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 698,743 CHF | 700,230 CHF | 100.00% | 100.00% |
02/07/2024 | 0.22% | 23.25 CHF | 23.30 CHF | 30,000 | 30,000 | 29,719 | 29,717 | 685,667 CHF | 687,109 CHF | 99.75% | 99.75% |