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 | 0.18% | 19.39 CHF | 19.41 CHF | 23,000 | 23,000 | 10,816 | 10,816 | 201,025 CHF | 201,330 CHF | 98.97% | 98.97% |
12/07/2024 | 0.14% | 17.14 CHF | 17.15 CHF | 26,000 | 26,000 | 11,907 | 11,907 | 202,364 CHF | 202,586 CHF | 96.94% | 96.94% |
11/07/2024 | 0.15% | 17.63 CHF | 17.64 CHF | 25,000 | 25,000 | 11,635 | 11,635 | 204,714 CHF | 204,975 CHF | 96.03% | 96.03% |
10/07/2024 | 0.17% | 17.14 CHF | 17.15 CHF | 26,000 | 26,000 | 11,428 | 11,428 | 200,125 CHF | 200,392 CHF | 96.52% | 96.52% |
09/07/2024 | 0.17% | 17.50 CHF | 17.51 CHF | 25,000 | 25,000 | 11,438 | 11,438 | 201,712 CHF | 201,993 CHF | 98.47% | 98.47% |
08/07/2024 | 0.17% | 17.46 CHF | 17.47 CHF | 25,000 | 25,000 | 11,173 | 11,173 | 197,212 CHF | 197,472 CHF | 98.90% | 98.90% |
05/07/2024 | 0.14% | 17.25 CHF | 17.26 CHF | 25,000 | 25,000 | 12,270 | 12,270 | 205,409 CHF | 205,631 CHF | 86.07% | 86.07% |
04/07/2024 | 0.15% | 17.20 CHF | 17.22 CHF | 11,000 | 11,000 | 8,653 | 8,653 | 149,399 CHF | 149,609 CHF | 79.02% | 79.02% |
03/07/2024 | 0.19% | 17.79 CHF | 17.81 CHF | 25,000 | 25,000 | 11,433 | 11,433 | 204,237 CHF | 204,562 CHF | 98.42% | 98.42% |
02/07/2024 | 0.18% | 18.45 CHF | 18.47 CHF | 24,000 | 24,000 | 10,792 | 10,792 | 199,722 CHF | 200,026 CHF | 99.68% | 99.68% |