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 | 0.27% | 18.05 CHF | 18.10 CHF | 7,000 | 7,000 | 6,979 | 6,979 | 131,054 CHF | 131,403 CHF | 99.94% | 99.94% |
12/07/2024 | 0.23% | 20.88 CHF | 20.92 CHF | 8,400 | 8,400 | 8,445 | 8,445 | 149,675 CHF | 150,013 CHF | 99.98% | 99.98% |
11/07/2024 | 0.26% | 16.47 CHF | 16.51 CHF | 9,500 | 9,500 | 9,458 | 9,458 | 146,315 CHF | 146,693 CHF | 99.89% | 99.89% |
10/07/2024 | 0.29% | 15.00 CHF | 15.04 CHF | 10,700 | 10,700 | 10,816 | 10,816 | 151,103 CHF | 151,536 CHF | 99.99% | 99.99% |
09/07/2024 | 0.28% | 12.64 CHF | 12.68 CHF | 9,300 | 9,300 | 9,110 | 9,110 | 129,123 CHF | 129,487 CHF | 99.70% | 99.70% |
08/07/2024 | 0.24% | 15.96 CHF | 16.00 CHF | 9,000 | 9,000 | 8,963 | 8,963 | 146,364 CHF | 146,723 CHF | 99.25% | 99.25% |
05/07/2024 | 0.23% | 15.95 CHF | 15.99 CHF | 8,900 | 8,900 | 8,781 | 8,781 | 151,789 CHF | 152,140 CHF | 99.97% | 99.97% |
04/07/2024 | 0.25% | 16.23 CHF | 16.27 CHF | 9,100 | 9,100 | 9,062 | 9,062 | 143,744 CHF | 144,107 CHF | 99.55% | 99.55% |
03/07/2024 | 0.26% | 15.76 CHF | 15.80 CHF | 9,800 | 9,800 | 9,793 | 9,793 | 147,830 CHF | 148,222 CHF | 100.00% | 100.00% |
02/07/2024 | 0.28% | 14.46 CHF | 14.50 CHF | 9,000 | 9,000 | 8,963 | 8,963 | 130,160 CHF | 130,518 CHF | 99.90% | 99.90% |