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 | 0.16% | 17.80 CHF | 17.82 CHF | 30,000 | 30,000 | 16,536 | 16,536 | 289,175 CHF | 289,606 CHF | 99.97% | 99.97% |
12/07/2024 | 0.16% | 17.48 CHF | 17.50 CHF | 30,000 | 30,000 | 16,540 | 16,540 | 289,081 CHF | 289,512 CHF | 99.98% | 99.98% |
11/07/2024 | 0.15% | 17.65 CHF | 17.67 CHF | 30,000 | 30,000 | 16,451 | 16,451 | 299,648 CHF | 300,078 CHF | 99.94% | 99.94% |
10/07/2024 | 0.15% | 18.29 CHF | 18.31 CHF | 29,000 | 29,000 | 16,315 | 16,315 | 297,956 CHF | 298,383 CHF | 99.99% | 99.99% |
09/07/2024 | 0.15% | 18.27 CHF | 18.29 CHF | 29,000 | 29,000 | 16,320 | 16,320 | 297,609 CHF | 298,036 CHF | 99.99% | 99.99% |
08/07/2024 | 0.16% | 18.15 CHF | 18.17 CHF | 29,000 | 29,000 | 16,487 | 16,487 | 299,071 CHF | 299,501 CHF | 99.81% | 99.81% |
05/07/2024 | 0.16% | 18.28 CHF | 18.30 CHF | 29,000 | 29,000 | 16,373 | 16,373 | 292,276 CHF | 292,704 CHF | 99.27% | 99.27% |
04/07/2024 | 0.17% | 17.64 CHF | 17.67 CHF | 15,000 | 15,000 | 13,405 | 13,405 | 236,069 CHF | 236,471 CHF | 100.00% | 100.00% |
03/07/2024 | 0.16% | 17.53 CHF | 17.55 CHF | 30,000 | 30,000 | 16,534 | 16,534 | 289,069 CHF | 289,501 CHF | 100.00% | 100.00% |
02/07/2024 | 0.16% | 17.24 CHF | 17.26 CHF | 30,000 | 30,000 | 16,535 | 16,535 | 282,273 CHF | 282,671 CHF | 99.98% | 99.98% |