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 | 0.19% | 18.70 CHF | 18.72 CHF | 23,000 | 23,000 | 10,768 | 10,768 | 192,789 CHF | 193,093 CHF | 99.98% | 99.98% |
12/07/2024 | 0.14% | 16.48 CHF | 16.49 CHF | 26,000 | 26,000 | 12,053 | 12,053 | 196,919 CHF | 197,141 CHF | 99.34% | 99.34% |
11/07/2024 | 0.15% | 16.96 CHF | 16.97 CHF | 25,000 | 25,000 | 11,599 | 11,599 | 196,317 CHF | 196,576 CHF | 98.85% | 98.85% |
10/07/2024 | 0.18% | 16.48 CHF | 16.49 CHF | 26,000 | 26,000 | 11,652 | 11,652 | 196,157 CHF | 196,423 CHF | 99.99% | 99.99% |
09/07/2024 | 0.18% | 16.84 CHF | 16.85 CHF | 25,000 | 25,000 | 11,586 | 11,586 | 196,543 CHF | 196,823 CHF | 99.99% | 99.99% |
08/07/2024 | 0.17% | 16.79 CHF | 16.80 CHF | 25,000 | 25,000 | 11,326 | 11,326 | 192,292 CHF | 192,552 CHF | 100.00% | 100.00% |
05/07/2024 | 0.15% | 16.59 CHF | 16.60 CHF | 25,000 | 25,000 | 12,068 | 12,068 | 193,975 CHF | 194,196 CHF | 97.36% | 97.36% |
04/07/2024 | 0.15% | 16.54 CHF | 16.56 CHF | 11,000 | 11,000 | 8,638 | 8,638 | 143,375 CHF | 143,585 CHF | 96.17% | 96.17% |
03/07/2024 | 0.20% | 17.12 CHF | 17.14 CHF | 25,000 | 25,000 | 11,386 | 11,386 | 195,742 CHF | 196,066 CHF | 99.88% | 99.88% |
02/07/2024 | 0.19% | 17.76 CHF | 17.78 CHF | 24,000 | 24,000 | 10,829 | 10,829 | 193,010 CHF | 193,315 CHF | 99.97% | 99.97% |