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% | 23.68 CHF | 23.70 CHF | 43,000 | 43,000 | 21,687 | 21,687 | 503,799 CHF | 504,235 CHF | 98.27% | 98.27% |
12/07/2024 | 0.10% | 21.70 CHF | 21.72 CHF | 45,000 | 45,000 | 23,675 | 23,675 | 486,700 CHF | 487,175 CHF | 99.71% | 99.71% |
11/07/2024 | 0.09% | 23.58 CHF | 23.60 CHF | 43,000 | 43,000 | 21,107 | 21,107 | 502,820 CHF | 503,245 CHF | 99.89% | 99.89% |
10/07/2024 | 0.09% | 23.64 CHF | 23.66 CHF | 43,000 | 43,000 | 21,317 | 21,317 | 504,655 CHF | 505,083 CHF | 100.00% | 100.00% |
09/07/2024 | 0.09% | 23.14 CHF | 23.16 CHF | 44,000 | 44,000 | 22,575 | 22,575 | 506,510 CHF | 506,963 CHF | 99.14% | 99.14% |
08/07/2024 | 0.09% | 22.71 CHF | 22.73 CHF | 44,000 | 44,000 | 22,721 | 22,721 | 496,236 CHF | 496,692 CHF | 99.97% | 99.97% |
05/07/2024 | 0.09% | 21.89 CHF | 21.91 CHF | 45,000 | 45,000 | 22,668 | 22,668 | 495,994 CHF | 496,449 CHF | 98.91% | 98.91% |
04/07/2024 | 0.09% | 21.52 CHF | 21.54 CHF | 23,000 | 23,000 | 18,208 | 18,208 | 387,921 CHF | 388,285 CHF | 95.27% | 95.27% |
03/07/2024 | 0.10% | 21.17 CHF | 21.19 CHF | 46,000 | 46,000 | 22,947 | 22,947 | 470,903 CHF | 471,363 CHF | 96.20% | 96.20% |
02/07/2024 | 0.14% | 19.14 CHF | 19.16 CHF | 49,000 | 49,000 | 24,468 | 24,468 | 428,020 CHF | 428,556 CHF | 99.13% | 99.13% |