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 | 0.28% | 18.00 CHF | 18.05 CHF | 50,000 | 50,000 | 49,639 | 49,639 | 888,688 CHF | 891,172 CHF | 99.75% | 99.75% |
12/07/2024 | 0.29% | 17.80 CHF | 17.85 CHF | 50,000 | 50,000 | 49,640 | 49,640 | 874,714 CHF | 877,198 CHF | 99.77% | 99.77% |
11/07/2024 | 0.29% | 17.60 CHF | 17.65 CHF | 50,000 | 50,000 | 49,557 | 49,557 | 868,496 CHF | 870,976 CHF | 99.94% | 99.94% |
10/07/2024 | 0.29% | 17.25 CHF | 17.30 CHF | 50,000 | 50,000 | 49,624 | 49,624 | 852,848 CHF | 855,332 CHF | 99.80% | 99.80% |
09/07/2024 | 0.29% | 17.15 CHF | 17.20 CHF | 50,000 | 50,000 | 49,568 | 49,567 | 853,717 CHF | 856,177 CHF | 99.85% | 99.85% |
08/07/2024 | 0.29% | 17.35 CHF | 17.40 CHF | 50,000 | 50,000 | 49,671 | 49,671 | 857,816 CHF | 860,301 CHF | 99.70% | 99.70% |
05/07/2024 | 0.29% | 17.20 CHF | 17.25 CHF | 50,000 | 50,000 | 49,610 | 49,608 | 854,421 CHF | 856,879 CHF | 99.53% | 99.53% |
04/07/2024 | 0.29% | 17.30 CHF | 17.35 CHF | 50,000 | 50,000 | 49,649 | 49,649 | 859,594 CHF | 862,079 CHF | 99.75% | 99.75% |
03/07/2024 | 0.29% | 17.25 CHF | 17.30 CHF | 50,000 | 50,000 | 49,607 | 49,607 | 861,615 CHF | 864,097 CHF | 99.84% | 99.84% |
02/07/2024 | 0.29% | 17.20 CHF | 17.25 CHF | 50,000 | 50,000 | 49,905 | 49,905 | 854,305 CHF | 856,801 CHF | 99.08% | 99.08% |