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 | 0.14% | 20.47 CHF | 20.49 CHF | 30,000 | 30,000 | 16,535 | 16,535 | 333,351 CHF | 333,782 CHF | 99.96% | 99.96% |
12/07/2024 | 0.14% | 20.16 CHF | 20.18 CHF | 30,000 | 30,000 | 16,541 | 16,541 | 333,325 CHF | 333,756 CHF | 99.98% | 99.98% |
11/07/2024 | 0.13% | 20.32 CHF | 20.34 CHF | 30,000 | 30,000 | 16,455 | 16,455 | 343,763 CHF | 344,193 CHF | 99.97% | 99.97% |
10/07/2024 | 0.13% | 20.98 CHF | 21.00 CHF | 29,000 | 29,000 | 16,315 | 16,315 | 341,723 CHF | 342,150 CHF | 99.99% | 99.99% |
09/07/2024 | 0.14% | 20.96 CHF | 20.98 CHF | 29,000 | 29,000 | 16,320 | 16,320 | 341,371 CHF | 341,798 CHF | 99.99% | 99.99% |
08/07/2024 | 0.14% | 20.83 CHF | 20.85 CHF | 29,000 | 29,000 | 16,459 | 16,459 | 342,597 CHF | 343,027 CHF | 99.89% | 99.89% |
05/07/2024 | 0.14% | 20.96 CHF | 20.98 CHF | 29,000 | 29,000 | 16,369 | 16,369 | 336,045 CHF | 336,473 CHF | 99.23% | 99.23% |
04/07/2024 | 0.15% | 20.33 CHF | 20.36 CHF | 15,000 | 15,000 | 13,415 | 13,415 | 272,241 CHF | 272,643 CHF | 99.33% | 99.33% |
03/07/2024 | 0.14% | 20.22 CHF | 20.24 CHF | 30,000 | 30,000 | 16,519 | 16,519 | 333,241 CHF | 333,672 CHF | 99.89% | 99.89% |
02/07/2024 | 0.14% | 19.93 CHF | 19.95 CHF | 30,000 | 30,000 | 16,551 | 16,551 | 327,145 CHF | 327,543 CHF | 99.64% | 99.64% |