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% | 22.32 CHF | 22.34 CHF | 43,000 | 43,000 | 21,691 | 21,691 | 474,349 CHF | 474,784 CHF | 97.62% | 97.62% |
12/07/2024 | 0.11% | 20.34 CHF | 20.36 CHF | 45,000 | 45,000 | 23,681 | 23,681 | 454,531 CHF | 455,006 CHF | 99.72% | 99.72% |
11/07/2024 | 0.09% | 22.22 CHF | 22.24 CHF | 43,000 | 43,000 | 21,117 | 21,117 | 474,232 CHF | 474,658 CHF | 99.84% | 99.84% |
10/07/2024 | 0.09% | 22.27 CHF | 22.29 CHF | 43,000 | 43,000 | 21,316 | 21,316 | 475,453 CHF | 475,881 CHF | 100.00% | 100.00% |
09/07/2024 | 0.10% | 21.77 CHF | 21.79 CHF | 44,000 | 44,000 | 22,574 | 22,574 | 475,601 CHF | 476,053 CHF | 99.13% | 99.13% |
08/07/2024 | 0.10% | 21.34 CHF | 21.36 CHF | 44,000 | 44,000 | 22,718 | 22,718 | 465,190 CHF | 465,645 CHF | 99.96% | 99.96% |
05/07/2024 | 0.10% | 20.52 CHF | 20.54 CHF | 45,000 | 45,000 | 22,664 | 22,664 | 464,896 CHF | 465,351 CHF | 98.90% | 98.90% |
04/07/2024 | 0.10% | 20.15 CHF | 20.17 CHF | 23,000 | 23,000 | 18,208 | 18,208 | 362,961 CHF | 363,325 CHF | 95.27% | 95.27% |
03/07/2024 | 0.11% | 19.80 CHF | 19.82 CHF | 46,000 | 46,000 | 22,947 | 22,947 | 439,407 CHF | 439,867 CHF | 96.20% | 96.20% |
02/07/2024 | 0.15% | 17.77 CHF | 17.79 CHF | 49,000 | 49,000 | 24,457 | 24,457 | 394,184 CHF | 394,721 CHF | 99.08% | 99.08% |