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 | 0.27% | 18.70 CHF | 18.75 CHF | 50,000 | 50,000 | 49,639 | 49,639 | 917,156 CHF | 919,640 CHF | 99.75% | 99.75% |
12/07/2024 | 0.28% | 18.45 CHF | 18.50 CHF | 50,000 | 50,000 | 49,639 | 49,639 | 900,920 CHF | 903,404 CHF | 99.76% | 99.76% |
11/07/2024 | 0.27% | 18.25 CHF | 18.30 CHF | 50,000 | 50,000 | 49,557 | 49,557 | 915,113 CHF | 917,593 CHF | 99.94% | 99.94% |
10/07/2024 | 0.28% | 18.20 CHF | 18.25 CHF | 50,000 | 50,000 | 49,624 | 49,624 | 899,691 CHF | 902,174 CHF | 99.81% | 99.81% |
09/07/2024 | 0.28% | 18.10 CHF | 18.15 CHF | 50,000 | 50,000 | 49,569 | 49,568 | 896,993 CHF | 899,452 CHF | 99.88% | 99.88% |
08/07/2024 | 0.28% | 18.00 CHF | 18.05 CHF | 50,000 | 50,000 | 49,671 | 49,671 | 890,531 CHF | 893,016 CHF | 99.70% | 99.70% |
05/07/2024 | 0.28% | 17.80 CHF | 17.85 CHF | 50,000 | 50,000 | 49,609 | 49,608 | 879,206 CHF | 881,667 CHF | 99.36% | 99.36% |
04/07/2024 | 0.28% | 17.70 CHF | 17.75 CHF | 50,000 | 50,000 | 49,650 | 49,650 | 880,987 CHF | 883,472 CHF | 99.75% | 99.75% |
03/07/2024 | 0.29% | 17.65 CHF | 17.70 CHF | 50,000 | 50,000 | 49,607 | 49,607 | 872,330 CHF | 874,812 CHF | 99.85% | 99.85% |
02/07/2024 | 0.29% | 17.30 CHF | 17.35 CHF | 50,000 | 50,000 | 49,531 | 49,528 | 848,678 CHF | 851,104 CHF | 99.63% | 99.63% |