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 | 0.28% | 18.15 CHF | 18.20 CHF | 5,700 | 5,700 | 5,647 | 5,647 | 103,337 CHF | 103,620 CHF | 100.00% | 100.00% |
12/07/2024 | 0.28% | 18.20 CHF | 18.25 CHF | 5,700 | 5,700 | 5,652 | 5,652 | 102,547 CHF | 102,830 CHF | 100.00% | 100.00% |
11/07/2024 | 0.27% | 18.35 CHF | 18.40 CHF | 5,700 | 5,700 | 5,647 | 5,647 | 103,697 CHF | 103,980 CHF | 100.00% | 100.00% |
10/07/2024 | 0.28% | 18.30 CHF | 18.35 CHF | 5,700 | 5,700 | 5,647 | 5,647 | 102,454 CHF | 102,737 CHF | 100.00% | 100.00% |
09/07/2024 | 0.28% | 17.90 CHF | 17.95 CHF | 5,700 | 5,700 | 5,664 | 5,664 | 101,854 CHF | 102,137 CHF | 99.91% | 99.91% |
08/07/2024 | 0.28% | 17.85 CHF | 17.90 CHF | 5,800 | 5,800 | 5,661 | 5,661 | 101,706 CHF | 101,990 CHF | 100.00% | 100.00% |
05/07/2024 | 0.29% | 17.40 CHF | 17.45 CHF | 5,800 | 5,800 | 5,749 | 5,749 | 100,756 CHF | 101,044 CHF | 100.00% | 100.00% |
04/07/2024 | 0.29% | 17.55 CHF | 17.60 CHF | 5,800 | 5,800 | 5,761 | 5,761 | 100,774 CHF | 101,063 CHF | 100.00% | 100.00% |
03/07/2024 | 0.30% | 17.10 CHF | 17.15 CHF | 5,900 | 5,900 | 5,852 | 5,852 | 99,779 CHF | 100,072 CHF | 99.87% | 99.87% |
02/07/2024 | 0.29% | 17.50 CHF | 17.55 CHF | 5,800 | 5,800 | 5,781 | 5,781 | 100,367 CHF | 100,656 CHF | 100.00% | 100.00% |