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 | 0.26% | 19.20 CHF | 19.25 CHF | 50,000 | 50,000 | 49,639 | 49,639 | 947,701 CHF | 950,185 CHF | 99.77% | 99.77% |
12/07/2024 | 0.27% | 18.95 CHF | 19.00 CHF | 50,000 | 50,000 | 49,640 | 49,640 | 933,856 CHF | 936,340 CHF | 99.76% | 99.76% |
11/07/2024 | 0.27% | 18.75 CHF | 18.80 CHF | 50,000 | 50,000 | 49,557 | 49,557 | 927,508 CHF | 929,988 CHF | 99.88% | 99.88% |
10/07/2024 | 0.27% | 18.45 CHF | 18.50 CHF | 50,000 | 50,000 | 49,626 | 49,626 | 912,005 CHF | 914,488 CHF | 99.80% | 99.80% |
09/07/2024 | 0.27% | 18.35 CHF | 18.40 CHF | 50,000 | 50,000 | 49,568 | 49,566 | 912,854 CHF | 915,308 CHF | 99.32% | 99.32% |
08/07/2024 | 0.27% | 18.55 CHF | 18.60 CHF | 50,000 | 50,000 | 49,673 | 49,673 | 916,696 CHF | 919,182 CHF | 99.69% | 99.69% |
05/07/2024 | 0.27% | 18.40 CHF | 18.45 CHF | 50,000 | 50,000 | 49,611 | 49,610 | 913,258 CHF | 915,716 CHF | 99.58% | 99.58% |
04/07/2024 | 0.27% | 18.45 CHF | 18.50 CHF | 50,000 | 50,000 | 49,651 | 49,651 | 918,603 CHF | 921,087 CHF | 99.74% | 99.74% |
03/07/2024 | 0.27% | 18.45 CHF | 18.50 CHF | 50,000 | 50,000 | 49,609 | 49,609 | 921,104 CHF | 923,586 CHF | 99.84% | 99.84% |
02/07/2024 | 0.28% | 18.40 CHF | 18.45 CHF | 50,000 | 50,000 | 49,533 | 49,530 | 907,306 CHF | 909,735 CHF | 100.00% | 100.00% |