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 | 0.12% | 23.22 CHF | 23.24 CHF | 30,000 | 30,000 | 16,537 | 16,537 | 378,835 CHF | 379,266 CHF | 99.98% | 99.98% |
12/07/2024 | 0.12% | 22.90 CHF | 22.92 CHF | 30,000 | 30,000 | 16,543 | 16,543 | 378,829 CHF | 379,260 CHF | 100.00% | 100.00% |
11/07/2024 | 0.12% | 23.06 CHF | 23.08 CHF | 30,000 | 30,000 | 16,457 | 16,457 | 389,061 CHF | 389,490 CHF | 99.98% | 99.98% |
10/07/2024 | 0.12% | 23.74 CHF | 23.76 CHF | 29,000 | 29,000 | 16,315 | 16,315 | 386,699 CHF | 387,126 CHF | 99.99% | 99.99% |
09/07/2024 | 0.12% | 23.71 CHF | 23.73 CHF | 29,000 | 29,000 | 16,321 | 16,321 | 386,359 CHF | 386,786 CHF | 100.00% | 100.00% |
08/07/2024 | 0.12% | 23.58 CHF | 23.60 CHF | 29,000 | 29,000 | 16,459 | 16,459 | 387,815 CHF | 388,245 CHF | 99.88% | 99.88% |
05/07/2024 | 0.12% | 23.71 CHF | 23.73 CHF | 29,000 | 29,000 | 16,380 | 16,380 | 381,392 CHF | 381,820 CHF | 99.16% | 99.16% |
04/07/2024 | 0.13% | 23.08 CHF | 23.11 CHF | 15,000 | 15,000 | 13,415 | 13,415 | 309,249 CHF | 309,652 CHF | 99.33% | 99.33% |
03/07/2024 | 0.12% | 22.98 CHF | 23.00 CHF | 30,000 | 30,000 | 16,516 | 16,516 | 378,816 CHF | 379,247 CHF | 99.87% | 99.87% |
02/07/2024 | 0.12% | 22.70 CHF | 22.72 CHF | 30,000 | 30,000 | 16,550 | 16,550 | 372,953 CHF | 373,351 CHF | 99.64% | 99.64% |