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% | 19.11 CHF | 19.13 CHF | 30,000 | 30,000 | 16,535 | 16,535 | 310,844 CHF | 311,275 CHF | 99.96% | 99.96% |
12/07/2024 | 0.15% | 18.80 CHF | 18.82 CHF | 30,000 | 30,000 | 16,541 | 16,541 | 310,822 CHF | 311,253 CHF | 99.98% | 99.98% |
11/07/2024 | 0.14% | 18.96 CHF | 18.98 CHF | 30,000 | 30,000 | 16,448 | 16,448 | 321,230 CHF | 321,659 CHF | 99.92% | 99.92% |
10/07/2024 | 0.14% | 19.61 CHF | 19.63 CHF | 29,000 | 29,000 | 16,315 | 16,315 | 319,448 CHF | 319,875 CHF | 99.99% | 99.99% |
09/07/2024 | 0.14% | 19.59 CHF | 19.61 CHF | 29,000 | 29,000 | 16,321 | 16,321 | 319,126 CHF | 319,553 CHF | 100.00% | 100.00% |
08/07/2024 | 0.14% | 19.47 CHF | 19.49 CHF | 29,000 | 29,000 | 16,459 | 16,459 | 320,183 CHF | 320,613 CHF | 99.89% | 99.89% |
05/07/2024 | 0.15% | 19.60 CHF | 19.62 CHF | 29,000 | 29,000 | 16,391 | 16,391 | 314,191 CHF | 314,619 CHF | 98.69% | 98.69% |
04/07/2024 | 0.16% | 18.96 CHF | 18.99 CHF | 15,000 | 15,000 | 13,415 | 13,415 | 253,929 CHF | 254,332 CHF | 99.33% | 99.33% |
03/07/2024 | 0.15% | 18.85 CHF | 18.87 CHF | 30,000 | 30,000 | 16,516 | 16,516 | 310,602 CHF | 311,033 CHF | 99.87% | 99.87% |
02/07/2024 | 0.15% | 18.56 CHF | 18.58 CHF | 30,000 | 30,000 | 16,550 | 16,550 | 304,442 CHF | 304,840 CHF | 99.63% | 99.63% |