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% | 19.52 CHF | 19.54 CHF | 30,000 | 30,000 | 16,538 | 16,538 | 317,750 CHF | 318,181 CHF | 99.99% | 99.99% |
12/07/2024 | 0.15% | 19.21 CHF | 19.23 CHF | 30,000 | 30,000 | 16,542 | 16,542 | 317,694 CHF | 318,125 CHF | 100.00% | 100.00% |
11/07/2024 | 0.14% | 19.37 CHF | 19.39 CHF | 30,000 | 30,000 | 16,450 | 16,450 | 328,068 CHF | 328,498 CHF | 99.93% | 99.93% |
10/07/2024 | 0.14% | 20.03 CHF | 20.05 CHF | 29,000 | 29,000 | 16,315 | 16,315 | 326,213 CHF | 326,640 CHF | 99.99% | 99.99% |
09/07/2024 | 0.14% | 20.00 CHF | 20.02 CHF | 29,000 | 29,000 | 16,320 | 16,320 | 325,862 CHF | 326,289 CHF | 99.99% | 99.99% |
08/07/2024 | 0.14% | 19.88 CHF | 19.90 CHF | 29,000 | 29,000 | 16,487 | 16,487 | 327,551 CHF | 327,981 CHF | 99.81% | 99.81% |
05/07/2024 | 0.14% | 20.01 CHF | 20.03 CHF | 29,000 | 29,000 | 16,369 | 16,369 | 320,518 CHF | 320,946 CHF | 99.27% | 99.27% |
04/07/2024 | 0.15% | 19.38 CHF | 19.41 CHF | 15,000 | 15,000 | 13,405 | 13,405 | 259,290 CHF | 259,692 CHF | 100.00% | 100.00% |
03/07/2024 | 0.15% | 19.27 CHF | 19.29 CHF | 30,000 | 30,000 | 16,533 | 16,533 | 317,751 CHF | 318,182 CHF | 99.99% | 99.99% |
02/07/2024 | 0.14% | 18.98 CHF | 19.00 CHF | 30,000 | 30,000 | 16,535 | 16,535 | 311,033 CHF | 311,431 CHF | 99.98% | 99.98% |