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% | 19.18 CHF | 19.20 CHF | 23,000 | 23,000 | 10,768 | 10,768 | 197,959 CHF | 198,264 CHF | 99.98% | 99.98% |
12/07/2024 | 0.14% | 16.96 CHF | 16.97 CHF | 26,000 | 26,000 | 12,053 | 12,053 | 202,711 CHF | 202,934 CHF | 99.34% | 99.34% |
11/07/2024 | 0.15% | 17.45 CHF | 17.46 CHF | 25,000 | 25,000 | 11,597 | 11,597 | 201,884 CHF | 202,143 CHF | 98.84% | 98.84% |
10/07/2024 | 0.17% | 16.96 CHF | 16.97 CHF | 26,000 | 26,000 | 11,653 | 11,653 | 201,813 CHF | 202,078 CHF | 100.00% | 100.00% |
09/07/2024 | 0.18% | 17.32 CHF | 17.33 CHF | 25,000 | 25,000 | 11,586 | 11,586 | 202,132 CHF | 202,412 CHF | 99.99% | 99.99% |
08/07/2024 | 0.17% | 17.27 CHF | 17.28 CHF | 25,000 | 25,000 | 11,329 | 11,329 | 197,796 CHF | 198,056 CHF | 99.71% | 99.71% |
05/07/2024 | 0.14% | 17.07 CHF | 17.08 CHF | 25,000 | 25,000 | 12,066 | 12,066 | 199,767 CHF | 199,988 CHF | 97.35% | 97.35% |
04/07/2024 | 0.15% | 17.02 CHF | 17.04 CHF | 11,000 | 11,000 | 8,629 | 8,629 | 147,390 CHF | 147,601 CHF | 95.35% | 95.35% |
03/07/2024 | 0.19% | 17.60 CHF | 17.62 CHF | 25,000 | 25,000 | 11,387 | 11,387 | 201,253 CHF | 201,577 CHF | 99.88% | 99.88% |
02/07/2024 | 0.18% | 18.25 CHF | 18.27 CHF | 24,000 | 24,000 | 10,829 | 10,829 | 198,261 CHF | 198,566 CHF | 99.98% | 99.98% |