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 | 0.08% | 24.70 CHF | 24.72 CHF | 43,000 | 43,000 | 21,645 | 21,645 | 524,742 CHF | 525,177 CHF | 98.72% | 98.72% |
12/07/2024 | 0.10% | 22.71 CHF | 22.73 CHF | 45,000 | 45,000 | 23,683 | 23,683 | 510,922 CHF | 511,397 CHF | 99.74% | 99.74% |
11/07/2024 | 0.08% | 24.59 CHF | 24.61 CHF | 43,000 | 43,000 | 21,111 | 21,111 | 524,363 CHF | 524,789 CHF | 99.91% | 99.91% |
10/07/2024 | 0.08% | 24.66 CHF | 24.68 CHF | 43,000 | 43,000 | 21,317 | 21,317 | 526,344 CHF | 526,772 CHF | 100.00% | 100.00% |
09/07/2024 | 0.09% | 24.16 CHF | 24.18 CHF | 44,000 | 44,000 | 22,570 | 22,570 | 529,409 CHF | 529,862 CHF | 98.62% | 98.62% |
08/07/2024 | 0.09% | 23.72 CHF | 23.74 CHF | 44,000 | 44,000 | 22,727 | 22,727 | 519,446 CHF | 519,902 CHF | 100.00% | 100.00% |
05/07/2024 | 0.09% | 22.91 CHF | 22.93 CHF | 45,000 | 45,000 | 22,742 | 22,742 | 520,669 CHF | 521,125 CHF | 99.23% | 99.23% |
04/07/2024 | 0.09% | 22.54 CHF | 22.56 CHF | 23,000 | 23,000 | 18,208 | 18,208 | 406,481 CHF | 406,845 CHF | 95.27% | 95.27% |
03/07/2024 | 0.10% | 22.19 CHF | 22.21 CHF | 46,000 | 46,000 | 22,955 | 22,955 | 494,507 CHF | 494,967 CHF | 96.21% | 96.21% |
02/07/2024 | 0.13% | 20.16 CHF | 20.18 CHF | 49,000 | 49,000 | 24,457 | 24,457 | 452,896 CHF | 453,433 CHF | 99.08% | 99.08% |