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% | 19.49 CHF | 19.51 CHF | 23,000 | 23,000 | 10,804 | 10,804 | 201,953 CHF | 202,258 CHF | 98.81% | 98.81% |
12/07/2024 | 0.14% | 17.24 CHF | 17.25 CHF | 26,000 | 26,000 | 12,082 | 12,082 | 206,658 CHF | 206,881 CHF | 96.90% | 96.90% |
11/07/2024 | 0.14% | 17.74 CHF | 17.75 CHF | 25,000 | 25,000 | 11,580 | 11,580 | 204,996 CHF | 205,256 CHF | 95.71% | 95.71% |
10/07/2024 | 0.17% | 17.25 CHF | 17.26 CHF | 26,000 | 26,000 | 11,446 | 11,446 | 201,641 CHF | 201,908 CHF | 94.96% | 94.96% |
09/07/2024 | 0.18% | 17.61 CHF | 17.62 CHF | 25,000 | 25,000 | 11,276 | 11,276 | 200,081 CHF | 200,363 CHF | 97.30% | 97.30% |
08/07/2024 | 0.17% | 17.56 CHF | 17.57 CHF | 25,000 | 25,000 | 10,988 | 10,988 | 195,204 CHF | 195,464 CHF | 97.59% | 97.59% |
05/07/2024 | 0.14% | 17.36 CHF | 17.37 CHF | 25,000 | 25,000 | 12,164 | 12,164 | 204,943 CHF | 205,165 CHF | 86.92% | 86.92% |
04/07/2024 | 0.15% | 17.31 CHF | 17.33 CHF | 11,000 | 11,000 | 8,587 | 8,587 | 149,200 CHF | 149,410 CHF | 77.54% | 77.54% |
03/07/2024 | 0.19% | 17.90 CHF | 17.92 CHF | 25,000 | 25,000 | 11,433 | 11,433 | 205,470 CHF | 205,795 CHF | 98.42% | 98.42% |
02/07/2024 | 0.18% | 18.55 CHF | 18.57 CHF | 24,000 | 24,000 | 10,795 | 10,795 | 200,930 CHF | 201,234 CHF | 99.70% | 99.70% |