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% | 19.28 CHF | 19.30 CHF | 23,000 | 23,000 | 10,817 | 10,817 | 199,931 CHF | 200,236 CHF | 98.97% | 98.97% |
12/07/2024 | 0.14% | 17.03 CHF | 17.04 CHF | 26,000 | 26,000 | 12,023 | 12,023 | 203,141 CHF | 203,364 CHF | 96.73% | 96.73% |
11/07/2024 | 0.15% | 17.53 CHF | 17.54 CHF | 25,000 | 25,000 | 11,593 | 11,593 | 202,792 CHF | 203,052 CHF | 95.85% | 95.85% |
10/07/2024 | 0.17% | 17.04 CHF | 17.05 CHF | 26,000 | 26,000 | 11,450 | 11,450 | 199,318 CHF | 199,585 CHF | 94.99% | 94.99% |
09/07/2024 | 0.18% | 17.40 CHF | 17.41 CHF | 25,000 | 25,000 | 11,460 | 11,460 | 200,918 CHF | 201,199 CHF | 98.62% | 98.62% |
08/07/2024 | 0.17% | 17.35 CHF | 17.36 CHF | 25,000 | 25,000 | 11,083 | 11,083 | 194,538 CHF | 194,798 CHF | 98.25% | 98.25% |
05/07/2024 | 0.14% | 17.15 CHF | 17.16 CHF | 25,000 | 25,000 | 12,093 | 12,093 | 201,174 CHF | 201,395 CHF | 88.44% | 88.44% |
04/07/2024 | 0.15% | 17.10 CHF | 17.12 CHF | 11,000 | 11,000 | 8,616 | 8,616 | 147,886 CHF | 148,096 CHF | 78.47% | 78.47% |
03/07/2024 | 0.19% | 17.69 CHF | 17.71 CHF | 25,000 | 25,000 | 11,434 | 11,434 | 203,104 CHF | 203,429 CHF | 98.43% | 98.43% |
02/07/2024 | 0.18% | 18.34 CHF | 18.36 CHF | 24,000 | 24,000 | 10,795 | 10,795 | 198,655 CHF | 198,960 CHF | 99.70% | 99.70% |