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% | 19.60 CHF | 19.62 CHF | 23,000 | 23,000 | 10,817 | 10,817 | 203,315 CHF | 203,620 CHF | 98.97% | 98.97% |
12/07/2024 | 0.14% | 17.35 CHF | 17.36 CHF | 26,000 | 26,000 | 11,902 | 11,902 | 204,786 CHF | 205,008 CHF | 97.03% | 97.03% |
11/07/2024 | 0.14% | 17.84 CHF | 17.85 CHF | 25,000 | 25,000 | 11,634 | 11,634 | 207,150 CHF | 207,411 CHF | 96.02% | 96.02% |
10/07/2024 | 0.17% | 17.35 CHF | 17.36 CHF | 26,000 | 26,000 | 11,450 | 11,450 | 202,935 CHF | 203,201 CHF | 97.50% | 97.50% |
09/07/2024 | 0.17% | 17.72 CHF | 17.73 CHF | 25,000 | 25,000 | 11,431 | 11,431 | 204,006 CHF | 204,286 CHF | 98.41% | 98.41% |
08/07/2024 | 0.17% | 17.67 CHF | 17.68 CHF | 25,000 | 25,000 | 11,221 | 11,221 | 200,403 CHF | 200,663 CHF | 99.24% | 99.24% |
05/07/2024 | 0.14% | 17.46 CHF | 17.47 CHF | 25,000 | 25,000 | 12,227 | 12,227 | 207,234 CHF | 207,457 CHF | 87.58% | 87.58% |
04/07/2024 | 0.14% | 17.41 CHF | 17.43 CHF | 11,000 | 11,000 | 8,653 | 8,653 | 151,222 CHF | 151,432 CHF | 79.02% | 79.02% |
03/07/2024 | 0.19% | 18.00 CHF | 18.02 CHF | 25,000 | 25,000 | 11,518 | 11,518 | 208,173 CHF | 208,500 CHF | 96.68% | 96.68% |
02/07/2024 | 0.18% | 18.66 CHF | 18.68 CHF | 24,000 | 24,000 | 10,794 | 10,794 | 202,031 CHF | 202,335 CHF | 99.69% | 99.69% |