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 | 0.17% | 17.32 CHF | 17.34 CHF | 30,000 | 30,000 | 16,537 | 16,537 | 281,221 CHF | 281,652 CHF | 99.98% | 99.98% |
12/07/2024 | 0.17% | 17.00 CHF | 17.02 CHF | 30,000 | 30,000 | 16,541 | 16,541 | 281,147 CHF | 281,579 CHF | 99.98% | 99.98% |
11/07/2024 | 0.16% | 17.17 CHF | 17.19 CHF | 30,000 | 30,000 | 16,448 | 16,448 | 291,706 CHF | 292,135 CHF | 99.92% | 99.92% |
10/07/2024 | 0.16% | 17.81 CHF | 17.83 CHF | 29,000 | 29,000 | 16,315 | 16,315 | 290,101 CHF | 290,528 CHF | 99.99% | 99.99% |
09/07/2024 | 0.16% | 17.79 CHF | 17.81 CHF | 29,000 | 29,000 | 16,321 | 16,321 | 289,783 CHF | 290,210 CHF | 100.00% | 100.00% |
08/07/2024 | 0.16% | 17.67 CHF | 17.69 CHF | 29,000 | 29,000 | 16,459 | 16,459 | 290,660 CHF | 291,090 CHF | 99.88% | 99.88% |
05/07/2024 | 0.16% | 17.80 CHF | 17.82 CHF | 29,000 | 29,000 | 16,381 | 16,381 | 284,529 CHF | 284,957 CHF | 99.18% | 99.18% |
04/07/2024 | 0.18% | 17.16 CHF | 17.19 CHF | 15,000 | 15,000 | 13,415 | 13,415 | 229,744 CHF | 230,147 CHF | 99.33% | 99.33% |
03/07/2024 | 0.17% | 17.05 CHF | 17.07 CHF | 30,000 | 30,000 | 16,518 | 16,518 | 280,820 CHF | 281,251 CHF | 99.88% | 99.88% |
02/07/2024 | 0.16% | 16.76 CHF | 16.78 CHF | 30,000 | 30,000 | 16,550 | 16,550 | 274,517 CHF | 274,915 CHF | 99.63% | 99.63% |