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% | 17.77 CHF | 17.79 CHF | 30,000 | 30,000 | 16,538 | 16,538 | 288,661 CHF | 289,092 CHF | 99.98% | 99.98% |
12/07/2024 | 0.16% | 17.45 CHF | 17.47 CHF | 30,000 | 30,000 | 16,542 | 16,542 | 288,596 CHF | 289,027 CHF | 99.99% | 99.99% |
11/07/2024 | 0.15% | 17.62 CHF | 17.64 CHF | 30,000 | 30,000 | 16,454 | 16,454 | 299,206 CHF | 299,636 CHF | 99.97% | 99.97% |
10/07/2024 | 0.15% | 18.26 CHF | 18.28 CHF | 29,000 | 29,000 | 16,315 | 16,315 | 297,439 CHF | 297,866 CHF | 99.99% | 99.99% |
09/07/2024 | 0.16% | 18.24 CHF | 18.26 CHF | 29,000 | 29,000 | 16,321 | 16,321 | 297,112 CHF | 297,539 CHF | 100.00% | 100.00% |
08/07/2024 | 0.16% | 18.12 CHF | 18.14 CHF | 29,000 | 29,000 | 16,459 | 16,459 | 298,063 CHF | 298,493 CHF | 99.88% | 99.88% |
05/07/2024 | 0.16% | 18.25 CHF | 18.27 CHF | 29,000 | 29,000 | 16,404 | 16,404 | 292,306 CHF | 292,734 CHF | 98.64% | 98.64% |
04/07/2024 | 0.17% | 17.61 CHF | 17.64 CHF | 15,000 | 15,000 | 13,415 | 13,415 | 235,785 CHF | 236,187 CHF | 99.33% | 99.33% |
03/07/2024 | 0.16% | 17.50 CHF | 17.52 CHF | 30,000 | 30,000 | 16,519 | 16,519 | 288,289 CHF | 288,720 CHF | 99.89% | 99.89% |
02/07/2024 | 0.16% | 17.21 CHF | 17.23 CHF | 30,000 | 30,000 | 16,551 | 16,551 | 282,016 CHF | 282,414 CHF | 99.64% | 99.64% |