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% | 22.73 CHF | 22.75 CHF | 43,000 | 43,000 | 21,657 | 21,657 | 482,579 CHF | 483,014 CHF | 98.55% | 98.55% |
12/07/2024 | 0.11% | 20.77 CHF | 20.79 CHF | 45,000 | 45,000 | 23,630 | 23,630 | 464,025 CHF | 464,499 CHF | 99.52% | 99.52% |
11/07/2024 | 0.09% | 22.63 CHF | 22.65 CHF | 43,000 | 43,000 | 21,113 | 21,113 | 482,924 CHF | 483,350 CHF | 99.82% | 99.82% |
10/07/2024 | 0.09% | 22.68 CHF | 22.70 CHF | 43,000 | 43,000 | 21,277 | 21,277 | 483,470 CHF | 483,897 CHF | 99.82% | 99.82% |
09/07/2024 | 0.10% | 22.19 CHF | 22.21 CHF | 44,000 | 44,000 | 22,571 | 22,571 | 485,187 CHF | 485,640 CHF | 98.70% | 98.70% |
08/07/2024 | 0.10% | 21.77 CHF | 21.79 CHF | 44,000 | 44,000 | 22,709 | 22,709 | 474,767 CHF | 475,223 CHF | 99.92% | 99.92% |
05/07/2024 | 0.10% | 20.96 CHF | 20.98 CHF | 45,000 | 45,000 | 22,636 | 22,636 | 474,093 CHF | 474,547 CHF | 98.77% | 98.77% |
04/07/2024 | 0.10% | 20.58 CHF | 20.60 CHF | 23,000 | 23,000 | 18,208 | 18,208 | 370,920 CHF | 371,284 CHF | 95.28% | 95.28% |
03/07/2024 | 0.11% | 20.24 CHF | 20.26 CHF | 46,000 | 46,000 | 22,820 | 22,820 | 446,956 CHF | 447,414 CHF | 95.44% | 95.44% |
02/07/2024 | 0.15% | 18.22 CHF | 18.24 CHF | 49,000 | 49,000 | 24,462 | 24,462 | 405,708 CHF | 406,244 CHF | 99.05% | 99.05% |