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% | 18.89 CHF | 18.91 CHF | 23,000 | 23,000 | 10,817 | 10,817 | 195,719 CHF | 196,024 CHF | 98.97% | 98.97% |
12/07/2024 | 0.14% | 16.64 CHF | 16.65 CHF | 26,000 | 26,000 | 12,031 | 12,031 | 198,585 CHF | 198,808 CHF | 96.57% | 96.57% |
11/07/2024 | 0.15% | 17.14 CHF | 17.15 CHF | 25,000 | 25,000 | 11,605 | 11,605 | 198,482 CHF | 198,743 CHF | 95.68% | 95.68% |
10/07/2024 | 0.18% | 16.65 CHF | 16.66 CHF | 26,000 | 26,000 | 11,600 | 11,600 | 197,260 CHF | 197,528 CHF | 95.98% | 95.98% |
09/07/2024 | 0.18% | 17.01 CHF | 17.02 CHF | 25,000 | 25,000 | 11,379 | 11,379 | 195,077 CHF | 195,358 CHF | 98.03% | 98.03% |
08/07/2024 | 0.18% | 16.96 CHF | 16.97 CHF | 25,000 | 25,000 | 10,665 | 10,665 | 183,316 CHF | 183,576 CHF | 95.19% | 95.19% |
05/07/2024 | 0.15% | 16.76 CHF | 16.77 CHF | 25,000 | 25,000 | 12,033 | 12,033 | 195,488 CHF | 195,709 CHF | 90.30% | 90.30% |
04/07/2024 | 0.15% | 16.71 CHF | 16.73 CHF | 11,000 | 11,000 | 8,580 | 8,580 | 143,916 CHF | 144,126 CHF | 76.87% | 76.87% |
03/07/2024 | 0.19% | 17.30 CHF | 17.32 CHF | 25,000 | 25,000 | 11,433 | 11,433 | 198,591 CHF | 198,916 CHF | 98.42% | 98.42% |
02/07/2024 | 0.19% | 17.95 CHF | 17.97 CHF | 24,000 | 24,000 | 10,810 | 10,810 | 194,704 CHF | 195,009 CHF | 99.81% | 99.81% |