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 | 0.19% | 19.07 CHF | 19.09 CHF | 23,000 | 23,000 | 10,769 | 10,769 | 196,850 CHF | 197,154 CHF | 99.98% | 99.98% |
12/07/2024 | 0.14% | 16.85 CHF | 16.86 CHF | 26,000 | 26,000 | 12,053 | 12,053 | 201,462 CHF | 201,684 CHF | 99.34% | 99.34% |
11/07/2024 | 0.15% | 17.34 CHF | 17.35 CHF | 25,000 | 25,000 | 11,597 | 11,597 | 200,671 CHF | 200,931 CHF | 99.02% | 99.02% |
10/07/2024 | 0.17% | 16.86 CHF | 16.87 CHF | 26,000 | 26,000 | 11,652 | 11,652 | 200,576 CHF | 200,841 CHF | 99.99% | 99.99% |
09/07/2024 | 0.18% | 17.22 CHF | 17.23 CHF | 25,000 | 25,000 | 11,586 | 11,586 | 200,924 CHF | 201,204 CHF | 99.99% | 99.99% |
08/07/2024 | 0.17% | 17.17 CHF | 17.18 CHF | 25,000 | 25,000 | 11,326 | 11,326 | 196,562 CHF | 196,822 CHF | 99.99% | 99.99% |
05/07/2024 | 0.14% | 16.97 CHF | 16.98 CHF | 25,000 | 25,000 | 12,063 | 12,063 | 198,469 CHF | 198,690 CHF | 97.68% | 97.68% |
04/07/2024 | 0.15% | 16.92 CHF | 16.94 CHF | 11,000 | 11,000 | 8,638 | 8,638 | 146,650 CHF | 146,860 CHF | 96.17% | 96.17% |
03/07/2024 | 0.19% | 17.50 CHF | 17.52 CHF | 25,000 | 25,000 | 11,386 | 11,386 | 200,055 CHF | 200,380 CHF | 99.88% | 99.88% |
02/07/2024 | 0.18% | 18.14 CHF | 18.16 CHF | 24,000 | 24,000 | 10,830 | 10,830 | 197,150 CHF | 197,454 CHF | 99.98% | 99.98% |