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 | 0.21% | 24.25 CHF | 24.30 CHF | 30,000 | 30,000 | 29,719 | 29,717 | 713,763 CHF | 715,199 CHF | 99.99% | 99.99% |
12/07/2024 | 0.21% | 24.00 CHF | 24.05 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 703,807 CHF | 705,295 CHF | 100.00% | 100.00% |
11/07/2024 | 0.21% | 23.75 CHF | 23.80 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 713,421 CHF | 714,908 CHF | 99.58% | 99.58% |
10/07/2024 | 0.21% | 23.75 CHF | 23.80 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 703,759 CHF | 705,247 CHF | 99.86% | 99.86% |
09/07/2024 | 0.21% | 23.65 CHF | 23.70 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 702,692 CHF | 704,171 CHF | 100.00% | 100.00% |
08/07/2024 | 0.22% | 23.55 CHF | 23.60 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 697,092 CHF | 698,580 CHF | 99.98% | 99.98% |
05/07/2024 | 0.22% | 23.35 CHF | 23.40 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 691,470 CHF | 692,941 CHF | 100.00% | 100.00% |
04/07/2024 | 0.22% | 23.25 CHF | 23.30 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 692,512 CHF | 694,000 CHF | 100.00% | 100.00% |
03/07/2024 | 0.22% | 23.20 CHF | 23.25 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 688,088 CHF | 689,576 CHF | 100.00% | 100.00% |
02/07/2024 | 0.22% | 22.90 CHF | 22.95 CHF | 30,000 | 30,000 | 29,720 | 29,719 | 674,993 CHF | 676,455 CHF | 100.00% | 100.00% |