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% | 23.17 CHF | 23.19 CHF | 43,000 | 43,000 | 21,663 | 21,663 | 492,310 CHF | 492,746 CHF | 98.51% | 98.51% |
12/07/2024 | 0.10% | 21.21 CHF | 21.23 CHF | 45,000 | 45,000 | 23,632 | 23,632 | 474,501 CHF | 474,975 CHF | 99.52% | 99.52% |
11/07/2024 | 0.09% | 23.07 CHF | 23.09 CHF | 43,000 | 43,000 | 21,120 | 21,120 | 492,415 CHF | 492,840 CHF | 99.85% | 99.85% |
10/07/2024 | 0.09% | 23.13 CHF | 23.15 CHF | 43,000 | 43,000 | 21,277 | 21,277 | 492,894 CHF | 493,321 CHF | 99.82% | 99.82% |
09/07/2024 | 0.09% | 22.64 CHF | 22.66 CHF | 44,000 | 44,000 | 22,568 | 22,568 | 495,129 CHF | 495,582 CHF | 98.66% | 98.66% |
08/07/2024 | 0.10% | 22.21 CHF | 22.23 CHF | 44,000 | 44,000 | 22,709 | 22,709 | 484,772 CHF | 485,228 CHF | 99.92% | 99.92% |
05/07/2024 | 0.10% | 21.40 CHF | 21.42 CHF | 45,000 | 45,000 | 22,630 | 22,630 | 483,972 CHF | 484,425 CHF | 98.75% | 98.75% |
04/07/2024 | 0.10% | 21.03 CHF | 21.05 CHF | 23,000 | 23,000 | 18,208 | 18,208 | 378,987 CHF | 379,351 CHF | 95.27% | 95.27% |
03/07/2024 | 0.10% | 20.68 CHF | 20.70 CHF | 46,000 | 46,000 | 22,819 | 22,819 | 457,055 CHF | 457,513 CHF | 95.46% | 95.46% |
02/07/2024 | 0.15% | 18.67 CHF | 18.69 CHF | 49,000 | 49,000 | 24,473 | 24,473 | 416,845 CHF | 417,382 CHF | 99.08% | 99.08% |