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 | 0.22% | 22.90 CHF | 22.95 CHF | 5,700 | 5,700 | 5,646 | 5,646 | 130,169 CHF | 130,452 CHF | 100.00% | 100.00% |
12/07/2024 | 0.22% | 22.95 CHF | 23.00 CHF | 5,700 | 5,700 | 5,653 | 5,653 | 129,435 CHF | 129,718 CHF | 100.00% | 100.00% |
11/07/2024 | 0.22% | 23.10 CHF | 23.15 CHF | 5,700 | 5,700 | 5,647 | 5,647 | 130,550 CHF | 130,832 CHF | 100.00% | 100.00% |
10/07/2024 | 0.22% | 23.05 CHF | 23.10 CHF | 5,700 | 5,700 | 5,647 | 5,647 | 129,296 CHF | 129,579 CHF | 100.00% | 100.00% |
09/07/2024 | 0.22% | 22.65 CHF | 22.70 CHF | 5,800 | 5,800 | 5,667 | 5,667 | 128,840 CHF | 129,124 CHF | 100.00% | 100.00% |
08/07/2024 | 0.22% | 22.60 CHF | 22.65 CHF | 5,800 | 5,800 | 5,661 | 5,661 | 128,628 CHF | 128,911 CHF | 100.00% | 100.00% |
05/07/2024 | 0.23% | 22.15 CHF | 22.20 CHF | 5,800 | 5,800 | 5,749 | 5,749 | 128,066 CHF | 128,354 CHF | 100.00% | 100.00% |
04/07/2024 | 0.23% | 22.30 CHF | 22.35 CHF | 5,800 | 5,800 | 5,761 | 5,761 | 128,141 CHF | 128,429 CHF | 100.00% | 100.00% |
03/07/2024 | 0.23% | 21.85 CHF | 21.90 CHF | 5,900 | 5,900 | 5,852 | 5,852 | 127,574 CHF | 127,867 CHF | 99.87% | 99.87% |
02/07/2024 | 0.23% | 22.25 CHF | 22.30 CHF | 5,800 | 5,800 | 5,781 | 5,781 | 127,826 CHF | 128,115 CHF | 100.00% | 100.00% |