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 | 0.26% | 19.90 CHF | 19.95 CHF | 40,000 | 40,000 | 39,626 | 39,623 | 779,004 CHF | 780,934 CHF | 100.00% | 100.00% |
12/07/2024 | 0.26% | 19.65 CHF | 19.70 CHF | 40,000 | 40,000 | 39,711 | 39,711 | 767,319 CHF | 769,306 CHF | 99.77% | 99.77% |
11/07/2024 | 0.26% | 19.40 CHF | 19.45 CHF | 40,000 | 40,000 | 39,645 | 39,645 | 778,548 CHF | 780,532 CHF | 99.66% | 99.66% |
10/07/2024 | 0.26% | 19.35 CHF | 19.40 CHF | 40,000 | 40,000 | 48,116 | 48,116 | 929,039 CHF | 931,447 CHF | 96.38% | 96.38% |
09/07/2024 | 0.26% | 19.25 CHF | 19.30 CHF | 50,000 | 50,000 | 49,568 | 49,567 | 955,634 CHF | 958,104 CHF | 99.93% | 99.93% |
08/07/2024 | 0.26% | 19.20 CHF | 19.25 CHF | 50,000 | 50,000 | 49,670 | 49,670 | 948,574 CHF | 951,059 CHF | 99.71% | 99.71% |
05/07/2024 | 0.27% | 19.00 CHF | 19.05 CHF | 50,000 | 50,000 | 49,610 | 49,609 | 937,979 CHF | 940,434 CHF | 99.84% | 99.84% |
04/07/2024 | 0.27% | 18.90 CHF | 18.95 CHF | 50,000 | 50,000 | 49,649 | 49,649 | 939,998 CHF | 942,482 CHF | 99.74% | 99.74% |
03/07/2024 | 0.27% | 18.80 CHF | 18.85 CHF | 50,000 | 50,000 | 49,606 | 49,606 | 931,056 CHF | 933,538 CHF | 99.85% | 99.85% |
02/07/2024 | 0.27% | 18.50 CHF | 18.55 CHF | 50,000 | 50,000 | 49,906 | 49,906 | 914,419 CHF | 916,915 CHF | 99.08% | 99.08% |