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% | 20.53 CHF | 20.55 CHF | 43,000 | 43,000 | 21,648 | 21,648 | 434,758 CHF | 435,193 CHF | 98.73% | 98.73% |
12/07/2024 | 0.12% | 18.56 CHF | 18.58 CHF | 45,000 | 45,000 | 23,682 | 23,682 | 412,385 CHF | 412,860 CHF | 99.74% | 99.74% |
11/07/2024 | 0.10% | 20.44 CHF | 20.46 CHF | 43,000 | 43,000 | 21,114 | 21,114 | 436,551 CHF | 436,976 CHF | 99.82% | 99.82% |
10/07/2024 | 0.10% | 20.48 CHF | 20.50 CHF | 43,000 | 43,000 | 21,316 | 21,316 | 437,351 CHF | 437,779 CHF | 100.00% | 100.00% |
09/07/2024 | 0.11% | 19.99 CHF | 20.01 CHF | 44,000 | 44,000 | 22,571 | 22,571 | 435,300 CHF | 435,753 CHF | 98.68% | 98.68% |
08/07/2024 | 0.11% | 19.56 CHF | 19.58 CHF | 44,000 | 44,000 | 22,727 | 22,727 | 424,874 CHF | 425,330 CHF | 100.00% | 100.00% |
05/07/2024 | 0.11% | 18.74 CHF | 18.76 CHF | 45,000 | 45,000 | 22,741 | 22,741 | 425,869 CHF | 426,325 CHF | 99.23% | 99.23% |
04/07/2024 | 0.11% | 18.36 CHF | 18.38 CHF | 23,000 | 23,000 | 18,208 | 18,208 | 330,424 CHF | 330,788 CHF | 95.27% | 95.27% |
03/07/2024 | 0.12% | 18.01 CHF | 18.03 CHF | 46,000 | 46,000 | 22,952 | 22,952 | 398,425 CHF | 398,885 CHF | 96.20% | 96.20% |
02/07/2024 | 0.17% | 15.98 CHF | 16.00 CHF | 49,000 | 49,000 | 24,459 | 24,459 | 350,403 CHF | 350,940 CHF | 99.09% | 99.09% |