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% | 19.55 CHF | 19.60 CHF | 40,000 | 40,000 | 39,626 | 39,623 | 765,068 CHF | 766,997 CHF | 100.00% | 100.00% |
12/07/2024 | 0.27% | 19.30 CHF | 19.35 CHF | 40,000 | 40,000 | 39,625 | 39,625 | 751,691 CHF | 753,675 CHF | 100.00% | 100.00% |
11/07/2024 | 0.26% | 19.05 CHF | 19.10 CHF | 40,000 | 40,000 | 46,367 | 46,367 | 894,412 CHF | 896,733 CHF | 98.27% | 98.27% |
10/07/2024 | 0.27% | 19.00 CHF | 19.05 CHF | 50,000 | 50,000 | 49,622 | 49,622 | 940,842 CHF | 943,325 CHF | 99.81% | 99.81% |
09/07/2024 | 0.27% | 18.90 CHF | 18.95 CHF | 50,000 | 50,000 | 49,566 | 49,566 | 938,142 CHF | 940,613 CHF | 99.91% | 99.91% |
08/07/2024 | 0.27% | 18.85 CHF | 18.90 CHF | 50,000 | 50,000 | 49,668 | 49,668 | 931,077 CHF | 933,562 CHF | 99.70% | 99.70% |
05/07/2024 | 0.27% | 18.65 CHF | 18.70 CHF | 50,000 | 50,000 | 49,608 | 49,606 | 920,498 CHF | 922,954 CHF | 99.57% | 99.57% |
04/07/2024 | 0.27% | 18.55 CHF | 18.60 CHF | 50,000 | 50,000 | 49,647 | 49,647 | 922,487 CHF | 924,972 CHF | 99.76% | 99.76% |
03/07/2024 | 0.27% | 18.45 CHF | 18.50 CHF | 50,000 | 50,000 | 49,605 | 49,605 | 913,476 CHF | 915,958 CHF | 99.84% | 99.84% |
02/07/2024 | 0.28% | 18.15 CHF | 18.20 CHF | 50,000 | 50,000 | 49,532 | 49,530 | 889,957 CHF | 892,396 CHF | 99.76% | 99.76% |