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 | 0.07% | 21.25 CHF | 21.26 CHF | 65,000 | 65,000 | 29,838 | 29,838 | 633,529 CHF | 633,932 CHF | 97.75% | 97.75% |
12/07/2024 | 0.07% | 21.38 CHF | 21.39 CHF | 65,000 | 65,000 | 29,593 | 29,593 | 621,489 CHF | 621,891 CHF | 99.99% | 99.99% |
11/07/2024 | 0.07% | 21.25 CHF | 21.26 CHF | 65,000 | 65,000 | 27,855 | 27,855 | 611,642 CHF | 612,018 CHF | 99.28% | 99.28% |
10/07/2024 | 0.07% | 22.03 CHF | 22.04 CHF | 60,000 | 60,000 | 28,542 | 28,542 | 625,462 CHF | 625,854 CHF | 100.00% | 100.00% |
09/07/2024 | 0.07% | 21.63 CHF | 21.64 CHF | 65,000 | 65,000 | 29,642 | 29,642 | 636,842 CHF | 637,245 CHF | 99.70% | 99.70% |
08/07/2024 | 0.08% | 20.93 CHF | 20.94 CHF | 65,000 | 65,000 | 29,623 | 29,623 | 615,278 CHF | 615,681 CHF | 99.99% | 99.99% |
05/07/2024 | 0.07% | 20.73 CHF | 20.74 CHF | 65,000 | 65,000 | 29,595 | 29,595 | 618,093 CHF | 618,495 CHF | 99.28% | 99.28% |
04/07/2024 | 0.07% | 20.91 CHF | 20.92 CHF | 20,000 | 20,000 | 19,979 | 19,979 | 417,573 CHF | 417,878 CHF | 98.05% | 98.05% |
03/07/2024 | 0.08% | 20.54 CHF | 20.55 CHF | 65,000 | 65,000 | 30,672 | 30,672 | 612,979 CHF | 613,399 CHF | 98.10% | 98.10% |
02/07/2024 | 0.08% | 19.97 CHF | 19.98 CHF | 70,000 | 70,000 | 30,670 | 30,670 | 616,066 CHF | 616,482 CHF | 98.88% | 98.88% |