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 | 0.10% | 20.27 CHF | 20.29 CHF | 43,000 | 43,000 | 21,688 | 21,688 | 429,928 CHF | 430,363 CHF | 97.61% | 97.61% |
12/07/2024 | 0.12% | 18.29 CHF | 18.31 CHF | 45,000 | 45,000 | 23,675 | 23,675 | 406,029 CHF | 406,504 CHF | 99.71% | 99.71% |
11/07/2024 | 0.10% | 20.18 CHF | 20.20 CHF | 43,000 | 43,000 | 21,113 | 21,113 | 431,019 CHF | 431,444 CHF | 99.82% | 99.82% |
10/07/2024 | 0.10% | 20.21 CHF | 20.23 CHF | 43,000 | 43,000 | 21,317 | 21,317 | 431,771 CHF | 432,198 CHF | 100.00% | 100.00% |
09/07/2024 | 0.11% | 19.72 CHF | 19.74 CHF | 44,000 | 44,000 | 22,577 | 22,577 | 429,410 CHF | 429,862 CHF | 99.14% | 99.14% |
08/07/2024 | 0.11% | 19.30 CHF | 19.32 CHF | 44,000 | 44,000 | 22,720 | 22,720 | 418,779 CHF | 419,234 CHF | 99.97% | 99.97% |
05/07/2024 | 0.11% | 18.48 CHF | 18.50 CHF | 45,000 | 45,000 | 22,666 | 22,666 | 418,542 CHF | 418,996 CHF | 98.90% | 98.90% |
04/07/2024 | 0.11% | 18.10 CHF | 18.12 CHF | 23,000 | 23,000 | 18,208 | 18,208 | 325,614 CHF | 325,978 CHF | 95.27% | 95.27% |
03/07/2024 | 0.12% | 17.75 CHF | 17.77 CHF | 46,000 | 46,000 | 22,949 | 22,949 | 392,276 CHF | 392,736 CHF | 96.19% | 96.19% |
02/07/2024 | 0.18% | 15.71 CHF | 15.73 CHF | 49,000 | 49,000 | 24,459 | 24,459 | 343,877 CHF | 344,414 CHF | 99.09% | 99.09% |