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% | 21.25 CHF | 21.27 CHF | 30,000 | 30,000 | 16,538 | 16,538 | 346,241 CHF | 346,673 CHF | 99.98% | 99.98% |
12/07/2024 | 0.13% | 20.93 CHF | 20.95 CHF | 30,000 | 30,000 | 16,543 | 16,543 | 346,202 CHF | 346,633 CHF | 100.00% | 100.00% |
11/07/2024 | 0.13% | 21.09 CHF | 21.11 CHF | 30,000 | 30,000 | 16,455 | 16,455 | 356,524 CHF | 356,954 CHF | 99.97% | 99.97% |
10/07/2024 | 0.13% | 21.76 CHF | 21.78 CHF | 29,000 | 29,000 | 16,315 | 16,315 | 354,383 CHF | 354,810 CHF | 99.99% | 99.99% |
09/07/2024 | 0.13% | 21.73 CHF | 21.75 CHF | 29,000 | 29,000 | 16,321 | 16,321 | 354,058 CHF | 354,485 CHF | 100.00% | 100.00% |
08/07/2024 | 0.13% | 21.61 CHF | 21.63 CHF | 29,000 | 29,000 | 16,487 | 16,487 | 355,945 CHF | 356,376 CHF | 99.81% | 99.81% |
05/07/2024 | 0.13% | 21.73 CHF | 21.75 CHF | 29,000 | 29,000 | 16,369 | 16,369 | 348,761 CHF | 349,188 CHF | 99.27% | 99.27% |
04/07/2024 | 0.14% | 21.10 CHF | 21.13 CHF | 15,000 | 15,000 | 13,405 | 13,405 | 282,490 CHF | 282,892 CHF | 100.00% | 100.00% |
03/07/2024 | 0.13% | 21.00 CHF | 21.02 CHF | 30,000 | 30,000 | 16,533 | 16,533 | 346,425 CHF | 346,856 CHF | 99.99% | 99.99% |
02/07/2024 | 0.13% | 20.71 CHF | 20.73 CHF | 30,000 | 30,000 | 16,535 | 16,535 | 339,733 CHF | 340,131 CHF | 99.98% | 99.98% |