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% | 22.29 CHF | 22.31 CHF | 43,000 | 43,000 | 21,654 | 21,654 | 472,959 CHF | 473,394 CHF | 98.53% | 98.53% |
12/07/2024 | 0.11% | 20.32 CHF | 20.34 CHF | 45,000 | 45,000 | 23,630 | 23,630 | 453,587 CHF | 454,060 CHF | 99.52% | 99.52% |
11/07/2024 | 0.09% | 22.19 CHF | 22.21 CHF | 43,000 | 43,000 | 21,118 | 21,118 | 473,691 CHF | 474,116 CHF | 99.82% | 99.82% |
10/07/2024 | 0.09% | 22.24 CHF | 22.26 CHF | 43,000 | 43,000 | 21,278 | 21,278 | 474,056 CHF | 474,483 CHF | 99.82% | 99.82% |
09/07/2024 | 0.10% | 21.75 CHF | 21.77 CHF | 44,000 | 44,000 | 22,571 | 22,571 | 475,213 CHF | 475,665 CHF | 98.74% | 98.74% |
08/07/2024 | 0.10% | 21.32 CHF | 21.34 CHF | 44,000 | 44,000 | 22,710 | 22,710 | 464,756 CHF | 465,212 CHF | 99.93% | 99.93% |
05/07/2024 | 0.10% | 20.51 CHF | 20.53 CHF | 45,000 | 45,000 | 22,636 | 22,636 | 464,063 CHF | 464,517 CHF | 98.78% | 98.78% |
04/07/2024 | 0.10% | 20.14 CHF | 20.16 CHF | 23,000 | 23,000 | 18,208 | 18,208 | 362,828 CHF | 363,192 CHF | 95.27% | 95.27% |
03/07/2024 | 0.11% | 19.80 CHF | 19.82 CHF | 46,000 | 46,000 | 22,836 | 22,836 | 437,146 CHF | 437,604 CHF | 95.51% | 95.51% |
02/07/2024 | 0.15% | 17.78 CHF | 17.80 CHF | 49,000 | 49,000 | 24,475 | 24,475 | 395,068 CHF | 395,605 CHF | 99.09% | 99.09% |