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 | 0.23% | 21.90 CHF | 21.95 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 214,558 CHF | 215,038 CHF | 100.00% | 100.00% |
12/07/2024 | 0.24% | 21.65 CHF | 21.70 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 211,222 CHF | 211,718 CHF | 100.00% | 100.00% |
11/07/2024 | 0.23% | 21.40 CHF | 21.45 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 214,396 CHF | 214,891 CHF | 99.80% | 99.80% |
10/07/2024 | 0.24% | 21.40 CHF | 21.45 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 211,156 CHF | 211,652 CHF | 100.00% | 100.00% |
09/07/2024 | 0.24% | 21.25 CHF | 21.30 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 210,855 CHF | 211,348 CHF | 99.99% | 99.99% |
08/07/2024 | 0.24% | 21.20 CHF | 21.25 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 208,991 CHF | 209,487 CHF | 100.00% | 100.00% |
05/07/2024 | 0.24% | 21.00 CHF | 21.05 CHF | 10,000 | 10,000 | 9,906 | 9,905 | 207,118 CHF | 207,608 CHF | 99.53% | 99.53% |
04/07/2024 | 0.24% | 20.90 CHF | 20.95 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 207,411 CHF | 207,906 CHF | 100.00% | 100.00% |
03/07/2024 | 0.24% | 20.85 CHF | 20.90 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 205,854 CHF | 206,350 CHF | 100.00% | 100.00% |
02/07/2024 | 0.25% | 20.50 CHF | 20.55 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 201,439 CHF | 201,926 CHF | 99.67% | 99.67% |