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% | 19.00 CHF | 19.02 CHF | 23,000 | 23,000 | 10,816 | 10,816 | 196,802 CHF | 197,107 CHF | 98.96% | 98.96% |
12/07/2024 | 0.14% | 16.75 CHF | 16.76 CHF | 26,000 | 26,000 | 11,758 | 11,758 | 195,212 CHF | 195,434 CHF | 96.05% | 96.05% |
11/07/2024 | 0.15% | 17.24 CHF | 17.25 CHF | 25,000 | 25,000 | 11,672 | 11,672 | 200,814 CHF | 201,075 CHF | 96.23% | 96.23% |
10/07/2024 | 0.18% | 16.75 CHF | 16.76 CHF | 26,000 | 26,000 | 11,487 | 11,487 | 196,666 CHF | 196,934 CHF | 95.06% | 95.06% |
09/07/2024 | 0.18% | 17.11 CHF | 17.12 CHF | 25,000 | 25,000 | 11,431 | 11,431 | 197,126 CHF | 197,407 CHF | 98.41% | 98.41% |
08/07/2024 | 0.17% | 17.07 CHF | 17.08 CHF | 25,000 | 25,000 | 10,901 | 10,901 | 188,360 CHF | 188,620 CHF | 97.08% | 97.08% |
05/07/2024 | 0.14% | 16.86 CHF | 16.87 CHF | 25,000 | 25,000 | 12,314 | 12,314 | 201,345 CHF | 201,568 CHF | 86.02% | 86.02% |
04/07/2024 | 0.15% | 16.81 CHF | 16.83 CHF | 11,000 | 11,000 | 8,642 | 8,642 | 145,841 CHF | 146,051 CHF | 79.75% | 79.75% |
03/07/2024 | 0.19% | 17.40 CHF | 17.42 CHF | 25,000 | 25,000 | 11,433 | 11,433 | 199,774 CHF | 200,099 CHF | 98.42% | 98.42% |
02/07/2024 | 0.19% | 18.05 CHF | 18.07 CHF | 24,000 | 24,000 | 10,795 | 10,795 | 195,530 CHF | 195,835 CHF | 99.70% | 99.70% |