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 | 0.09% | 24.59 CHF | 24.61 CHF | 43,000 | 43,000 | 21,686 | 21,686 | 523,543 CHF | 523,979 CHF | 97.69% | 97.69% |
12/07/2024 | 0.10% | 22.61 CHF | 22.63 CHF | 45,000 | 45,000 | 23,679 | 23,679 | 508,347 CHF | 508,822 CHF | 99.71% | 99.71% |
11/07/2024 | 0.08% | 24.49 CHF | 24.51 CHF | 43,000 | 43,000 | 21,117 | 21,117 | 522,288 CHF | 522,714 CHF | 99.84% | 99.84% |
10/07/2024 | 0.08% | 24.55 CHF | 24.57 CHF | 43,000 | 43,000 | 21,314 | 21,314 | 524,045 CHF | 524,473 CHF | 99.99% | 99.99% |
09/07/2024 | 0.09% | 24.05 CHF | 24.07 CHF | 44,000 | 44,000 | 22,574 | 22,574 | 527,066 CHF | 527,519 CHF | 99.13% | 99.13% |
08/07/2024 | 0.09% | 23.62 CHF | 23.64 CHF | 44,000 | 44,000 | 22,721 | 22,721 | 516,913 CHF | 517,368 CHF | 99.97% | 99.97% |
05/07/2024 | 0.09% | 22.80 CHF | 22.82 CHF | 45,000 | 45,000 | 22,667 | 22,667 | 516,620 CHF | 517,075 CHF | 98.92% | 98.92% |
04/07/2024 | 0.09% | 22.43 CHF | 22.45 CHF | 23,000 | 23,000 | 18,201 | 18,201 | 404,392 CHF | 404,756 CHF | 95.27% | 95.27% |
03/07/2024 | 0.10% | 22.09 CHF | 22.11 CHF | 46,000 | 46,000 | 22,948 | 22,948 | 491,903 CHF | 492,363 CHF | 96.19% | 96.19% |
02/07/2024 | 0.13% | 20.06 CHF | 20.08 CHF | 49,000 | 49,000 | 24,462 | 24,462 | 450,331 CHF | 450,868 CHF | 99.10% | 99.10% |