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% | 19.37 CHF | 19.39 CHF | 23,000 | 23,000 | 10,768 | 10,768 | 200,096 CHF | 200,401 CHF | 99.98% | 99.98% |
12/07/2024 | 0.14% | 17.16 CHF | 17.17 CHF | 26,000 | 26,000 | 12,053 | 12,053 | 205,105 CHF | 205,327 CHF | 99.34% | 99.34% |
11/07/2024 | 0.14% | 17.65 CHF | 17.66 CHF | 25,000 | 25,000 | 11,597 | 11,597 | 204,179 CHF | 204,438 CHF | 99.03% | 99.03% |
10/07/2024 | 0.17% | 17.16 CHF | 17.17 CHF | 26,000 | 26,000 | 11,652 | 11,652 | 204,107 CHF | 204,373 CHF | 99.99% | 99.99% |
09/07/2024 | 0.17% | 17.52 CHF | 17.53 CHF | 25,000 | 25,000 | 11,586 | 11,586 | 204,443 CHF | 204,723 CHF | 99.99% | 99.99% |
08/07/2024 | 0.17% | 17.47 CHF | 17.48 CHF | 25,000 | 25,000 | 11,330 | 11,330 | 200,066 CHF | 200,326 CHF | 99.68% | 99.68% |
05/07/2024 | 0.14% | 17.27 CHF | 17.28 CHF | 25,000 | 25,000 | 12,067 | 12,067 | 202,182 CHF | 202,404 CHF | 97.36% | 97.36% |
04/07/2024 | 0.15% | 17.22 CHF | 17.24 CHF | 11,000 | 11,000 | 8,629 | 8,629 | 149,115 CHF | 149,326 CHF | 95.35% | 95.35% |
03/07/2024 | 0.19% | 17.80 CHF | 17.82 CHF | 25,000 | 25,000 | 11,385 | 11,385 | 203,506 CHF | 203,831 CHF | 99.87% | 99.87% |
02/07/2024 | 0.18% | 18.45 CHF | 18.47 CHF | 24,000 | 24,000 | 10,829 | 10,829 | 200,430 CHF | 200,735 CHF | 99.98% | 99.98% |