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 | 0.13% | 21.39 CHF | 21.41 CHF | 30,000 | 30,000 | 16,537 | 16,537 | 348,544 CHF | 348,975 CHF | 99.98% | 99.98% |
12/07/2024 | 0.13% | 21.07 CHF | 21.09 CHF | 30,000 | 30,000 | 16,543 | 16,543 | 348,534 CHF | 348,965 CHF | 100.00% | 100.00% |
11/07/2024 | 0.13% | 21.23 CHF | 21.25 CHF | 30,000 | 30,000 | 16,453 | 16,453 | 358,802 CHF | 359,231 CHF | 99.95% | 99.95% |
10/07/2024 | 0.13% | 21.90 CHF | 21.92 CHF | 29,000 | 29,000 | 16,315 | 16,315 | 356,713 CHF | 357,140 CHF | 99.99% | 99.99% |
09/07/2024 | 0.13% | 21.87 CHF | 21.89 CHF | 29,000 | 29,000 | 16,321 | 16,321 | 356,375 CHF | 356,802 CHF | 100.00% | 100.00% |
08/07/2024 | 0.13% | 21.75 CHF | 21.77 CHF | 29,000 | 29,000 | 16,459 | 16,459 | 357,671 CHF | 358,100 CHF | 99.88% | 99.88% |
05/07/2024 | 0.13% | 21.87 CHF | 21.89 CHF | 29,000 | 29,000 | 16,392 | 16,392 | 351,585 CHF | 352,013 CHF | 98.69% | 98.69% |
04/07/2024 | 0.14% | 21.25 CHF | 21.28 CHF | 15,000 | 15,000 | 13,415 | 13,415 | 284,587 CHF | 284,989 CHF | 99.33% | 99.33% |
03/07/2024 | 0.13% | 21.14 CHF | 21.16 CHF | 30,000 | 30,000 | 16,519 | 16,519 | 348,440 CHF | 348,871 CHF | 99.89% | 99.89% |
02/07/2024 | 0.13% | 20.86 CHF | 20.88 CHF | 30,000 | 30,000 | 16,549 | 16,549 | 342,385 CHF | 342,783 CHF | 99.63% | 99.63% |