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 | 0.14% | 19.93 CHF | 19.95 CHF | 30,000 | 30,000 | 16,537 | 16,537 | 324,503 CHF | 324,934 CHF | 99.98% | 99.98% |
12/07/2024 | 0.14% | 19.62 CHF | 19.64 CHF | 30,000 | 30,000 | 16,543 | 16,543 | 324,488 CHF | 324,920 CHF | 100.00% | 100.00% |
11/07/2024 | 0.14% | 19.78 CHF | 19.80 CHF | 30,000 | 30,000 | 16,450 | 16,450 | 334,821 CHF | 335,250 CHF | 99.92% | 99.92% |
10/07/2024 | 0.14% | 20.44 CHF | 20.46 CHF | 29,000 | 29,000 | 16,315 | 16,315 | 332,937 CHF | 333,364 CHF | 99.99% | 99.99% |
09/07/2024 | 0.14% | 20.42 CHF | 20.44 CHF | 29,000 | 29,000 | 16,320 | 16,320 | 332,573 CHF | 333,000 CHF | 99.99% | 99.99% |
08/07/2024 | 0.14% | 20.29 CHF | 20.31 CHF | 29,000 | 29,000 | 16,487 | 16,487 | 334,316 CHF | 334,747 CHF | 99.81% | 99.81% |
05/07/2024 | 0.14% | 20.42 CHF | 20.44 CHF | 29,000 | 29,000 | 16,374 | 16,374 | 327,323 CHF | 327,751 CHF | 99.27% | 99.27% |
04/07/2024 | 0.15% | 19.79 CHF | 19.82 CHF | 15,000 | 15,000 | 13,405 | 13,405 | 264,820 CHF | 265,222 CHF | 100.00% | 100.00% |
03/07/2024 | 0.14% | 19.68 CHF | 19.70 CHF | 30,000 | 30,000 | 16,534 | 16,534 | 324,608 CHF | 325,039 CHF | 100.00% | 100.00% |
02/07/2024 | 0.14% | 19.39 CHF | 19.41 CHF | 30,000 | 30,000 | 16,533 | 16,533 | 317,839 CHF | 318,237 CHF | 99.95% | 99.95% |