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 | 0.24% | 21.05 CHF | 21.10 CHF | 40,000 | 40,000 | 39,625 | 39,623 | 825,195 CHF | 827,130 CHF | 99.84% | 99.84% |
12/07/2024 | 0.25% | 20.80 CHF | 20.85 CHF | 40,000 | 40,000 | 39,711 | 39,711 | 813,965 CHF | 815,952 CHF | 99.76% | 99.76% |
11/07/2024 | 0.24% | 20.55 CHF | 20.60 CHF | 40,000 | 40,000 | 39,645 | 39,645 | 825,246 CHF | 827,230 CHF | 99.74% | 99.74% |
10/07/2024 | 0.25% | 20.55 CHF | 20.60 CHF | 40,000 | 40,000 | 39,692 | 39,692 | 813,213 CHF | 815,199 CHF | 99.68% | 99.68% |
09/07/2024 | 0.25% | 20.45 CHF | 20.50 CHF | 40,000 | 40,000 | 39,649 | 39,648 | 810,783 CHF | 812,754 CHF | 99.87% | 99.87% |
08/07/2024 | 0.25% | 20.35 CHF | 20.40 CHF | 40,000 | 40,000 | 39,731 | 39,731 | 805,588 CHF | 807,576 CHF | 99.72% | 99.72% |
05/07/2024 | 0.25% | 20.15 CHF | 20.20 CHF | 40,000 | 40,000 | 39,682 | 39,681 | 796,579 CHF | 798,539 CHF | 99.45% | 99.45% |
04/07/2024 | 0.25% | 20.05 CHF | 20.10 CHF | 40,000 | 40,000 | 39,714 | 39,714 | 798,394 CHF | 800,381 CHF | 99.77% | 99.77% |
03/07/2024 | 0.25% | 20.00 CHF | 20.05 CHF | 40,000 | 40,000 | 39,680 | 39,680 | 791,416 CHF | 793,401 CHF | 99.82% | 99.82% |
02/07/2024 | 0.26% | 19.70 CHF | 19.75 CHF | 40,000 | 40,000 | 39,923 | 39,923 | 778,534 CHF | 780,530 CHF | 99.17% | 99.17% |