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% | 16.17 CHF | 16.19 CHF | 25,800 | 25,800 | 11,739 | 11,739 | 189,114 CHF | 189,409 CHF | 97.75% | 97.75% |
12/07/2024 | 0.19% | 16.51 CHF | 16.53 CHF | 26,900 | 26,900 | 12,116 | 12,116 | 187,523 CHF | 187,828 CHF | 99.98% | 99.98% |
11/07/2024 | 0.17% | 16.49 CHF | 16.51 CHF | 22,100 | 22,100 | 9,525 | 9,525 | 177,533 CHF | 177,805 CHF | 99.44% | 99.44% |
10/07/2024 | 0.18% | 18.71 CHF | 18.73 CHF | 22,000 | 22,000 | 10,385 | 10,385 | 191,052 CHF | 191,352 CHF | 100.00% | 100.00% |
09/07/2024 | 0.17% | 17.57 CHF | 17.59 CHF | 25,600 | 25,600 | 11,557 | 11,557 | 198,084 CHF | 198,375 CHF | 99.49% | 99.49% |
08/07/2024 | 0.19% | 15.69 CHF | 15.71 CHF | 26,900 | 26,900 | 12,123 | 12,123 | 185,546 CHF | 185,851 CHF | 99.99% | 99.99% |
05/07/2024 | 0.18% | 15.19 CHF | 15.21 CHF | 25,300 | 25,300 | 11,378 | 11,378 | 177,464 CHF | 177,751 CHF | 99.28% | 99.28% |
04/07/2024 | 0.19% | 15.62 CHF | 15.65 CHF | 7,600 | 7,600 | 7,587 | 7,587 | 117,761 CHF | 117,988 CHF | 98.11% | 98.11% |
03/07/2024 | 0.20% | 14.65 CHF | 14.67 CHF | 28,600 | 28,600 | 13,813 | 13,813 | 183,840 CHF | 184,172 CHF | 99.03% | 99.03% |
02/07/2024 | 0.21% | 13.20 CHF | 13.22 CHF | 29,600 | 29,600 | 13,073 | 13,073 | 176,181 CHF | 176,509 CHF | 99.94% | 99.94% |