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% | 22.77 CHF | 22.79 CHF | 43,000 | 43,000 | 21,684 | 21,684 | 483,998 CHF | 484,433 CHF | 98.26% | 98.26% |
12/07/2024 | 0.11% | 20.79 CHF | 20.81 CHF | 45,000 | 45,000 | 23,677 | 23,677 | 465,263 CHF | 465,738 CHF | 99.72% | 99.72% |
11/07/2024 | 0.09% | 22.67 CHF | 22.69 CHF | 43,000 | 43,000 | 21,113 | 21,113 | 483,805 CHF | 484,231 CHF | 99.92% | 99.92% |
10/07/2024 | 0.09% | 22.72 CHF | 22.74 CHF | 43,000 | 43,000 | 21,314 | 21,314 | 485,140 CHF | 485,567 CHF | 99.99% | 99.99% |
09/07/2024 | 0.10% | 22.23 CHF | 22.25 CHF | 44,000 | 44,000 | 22,573 | 22,573 | 485,918 CHF | 486,370 CHF | 99.13% | 99.13% |
08/07/2024 | 0.10% | 21.80 CHF | 21.82 CHF | 44,000 | 44,000 | 22,720 | 22,720 | 475,575 CHF | 476,031 CHF | 99.97% | 99.97% |
05/07/2024 | 0.10% | 20.98 CHF | 21.00 CHF | 45,000 | 45,000 | 22,670 | 22,670 | 475,377 CHF | 475,832 CHF | 98.92% | 98.92% |
04/07/2024 | 0.10% | 20.61 CHF | 20.63 CHF | 23,000 | 23,000 | 18,208 | 18,208 | 371,303 CHF | 371,667 CHF | 95.28% | 95.28% |
03/07/2024 | 0.11% | 20.26 CHF | 20.28 CHF | 46,000 | 46,000 | 22,946 | 22,946 | 449,919 CHF | 450,379 CHF | 96.20% | 96.20% |
02/07/2024 | 0.15% | 18.23 CHF | 18.25 CHF | 49,000 | 49,000 | 24,458 | 24,458 | 405,452 CHF | 405,988 CHF | 99.09% | 99.09% |