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 | 0.76% | 19.30 CHF | 19.45 CHF | 6,000 | 6,000 | 5,944 | 5,944 | 117,809 CHF | 118,702 CHF | 99.99% | 99.99% |
12/07/2024 | 0.77% | 19.50 CHF | 19.65 CHF | 6,000 | 6,000 | 5,944 | 5,944 | 116,366 CHF | 117,259 CHF | 100.00% | 100.00% |
11/07/2024 | 0.76% | 19.50 CHF | 19.65 CHF | 6,000 | 6,000 | 5,944 | 5,944 | 117,981 CHF | 118,874 CHF | 99.97% | 99.97% |
10/07/2024 | 0.80% | 19.20 CHF | 19.35 CHF | 6,000 | 6,000 | 5,964 | 5,964 | 113,200 CHF | 114,096 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 18.65 CHF | 18.80 CHF | 6,500 | 6,500 | 6,288 | 6,288 | 118,266 CHF | 119,210 CHF | 99.60% | 99.60% |
08/07/2024 | 0.82% | 18.55 CHF | 18.70 CHF | 6,500 | 6,500 | 6,439 | 6,439 | 118,760 CHF | 119,727 CHF | 100.00% | 100.00% |
05/07/2024 | 0.83% | 17.90 CHF | 18.05 CHF | 6,500 | 6,500 | 6,439 | 6,439 | 116,573 CHF | 117,540 CHF | 99.89% | 99.89% |
04/07/2024 | 0.81% | 18.70 CHF | 18.85 CHF | 6,500 | 6,500 | 6,439 | 6,439 | 120,037 CHF | 121,003 CHF | 100.00% | 100.00% |
03/07/2024 | 0.83% | 18.25 CHF | 18.40 CHF | 6,000 | 6,000 | 6,140 | 6,140 | 111,542 CHF | 112,464 CHF | 100.00% | 100.00% |
02/07/2024 | 0.80% | 18.80 CHF | 18.95 CHF | 6,000 | 6,000 | 5,944 | 5,944 | 111,788 CHF | 112,681 CHF | 99.97% | 99.97% |