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% | 23.23 CHF | 23.25 CHF | 43,000 | 43,000 | 21,691 | 21,691 | 494,069 CHF | 494,505 CHF | 97.62% | 97.62% |
12/07/2024 | 0.10% | 21.25 CHF | 21.27 CHF | 45,000 | 45,000 | 23,674 | 23,674 | 475,942 CHF | 476,417 CHF | 99.70% | 99.70% |
11/07/2024 | 0.09% | 23.13 CHF | 23.15 CHF | 43,000 | 43,000 | 21,115 | 21,115 | 493,429 CHF | 493,855 CHF | 99.81% | 99.81% |
10/07/2024 | 0.09% | 23.18 CHF | 23.20 CHF | 43,000 | 43,000 | 21,314 | 21,314 | 494,855 CHF | 495,282 CHF | 99.99% | 99.99% |
09/07/2024 | 0.09% | 22.69 CHF | 22.71 CHF | 44,000 | 44,000 | 22,577 | 22,577 | 496,273 CHF | 496,725 CHF | 99.14% | 99.14% |
08/07/2024 | 0.10% | 22.25 CHF | 22.27 CHF | 44,000 | 44,000 | 22,721 | 22,721 | 485,912 CHF | 486,367 CHF | 99.97% | 99.97% |
05/07/2024 | 0.09% | 21.44 CHF | 21.46 CHF | 45,000 | 45,000 | 22,666 | 22,666 | 485,616 CHF | 486,070 CHF | 98.91% | 98.91% |
04/07/2024 | 0.10% | 21.06 CHF | 21.08 CHF | 23,000 | 23,000 | 18,201 | 18,201 | 379,467 CHF | 379,831 CHF | 95.27% | 95.27% |
03/07/2024 | 0.10% | 20.72 CHF | 20.74 CHF | 46,000 | 46,000 | 22,948 | 22,948 | 460,418 CHF | 460,878 CHF | 96.19% | 96.19% |
02/07/2024 | 0.15% | 18.69 CHF | 18.71 CHF | 49,000 | 49,000 | 24,466 | 24,466 | 416,798 CHF | 417,335 CHF | 99.13% | 99.13% |