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 | 0.15% | 19.56 CHF | 19.58 CHF | 30,000 | 30,000 | 16,537 | 16,537 | 318,368 CHF | 318,799 CHF | 99.98% | 99.98% |
12/07/2024 | 0.15% | 19.25 CHF | 19.27 CHF | 30,000 | 30,000 | 16,542 | 16,542 | 318,338 CHF | 318,769 CHF | 100.00% | 100.00% |
11/07/2024 | 0.14% | 19.41 CHF | 19.43 CHF | 30,000 | 30,000 | 16,450 | 16,450 | 328,724 CHF | 329,154 CHF | 99.93% | 99.93% |
10/07/2024 | 0.14% | 20.07 CHF | 20.09 CHF | 29,000 | 29,000 | 16,315 | 16,315 | 326,863 CHF | 327,290 CHF | 99.99% | 99.99% |
09/07/2024 | 0.14% | 20.04 CHF | 20.06 CHF | 29,000 | 29,000 | 16,320 | 16,320 | 326,511 CHF | 326,938 CHF | 99.99% | 99.99% |
08/07/2024 | 0.14% | 19.92 CHF | 19.94 CHF | 29,000 | 29,000 | 16,459 | 16,459 | 327,640 CHF | 328,070 CHF | 99.89% | 99.89% |
05/07/2024 | 0.14% | 20.05 CHF | 20.07 CHF | 29,000 | 29,000 | 16,378 | 16,378 | 321,338 CHF | 321,766 CHF | 99.16% | 99.16% |
04/07/2024 | 0.15% | 19.42 CHF | 19.45 CHF | 15,000 | 15,000 | 13,415 | 13,415 | 260,018 CHF | 260,420 CHF | 99.33% | 99.33% |
03/07/2024 | 0.15% | 19.31 CHF | 19.33 CHF | 30,000 | 30,000 | 16,519 | 16,519 | 318,158 CHF | 318,589 CHF | 99.89% | 99.89% |
02/07/2024 | 0.14% | 19.02 CHF | 19.04 CHF | 30,000 | 30,000 | 16,535 | 16,535 | 311,708 CHF | 312,105 CHF | 99.98% | 99.98% |