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 | 0.08% | 20.11 CHF | 20.12 CHF | 65,000 | 65,000 | 29,833 | 29,833 | 599,171 CHF | 599,574 CHF | 97.75% | 97.75% |
12/07/2024 | 0.08% | 20.23 CHF | 20.24 CHF | 65,000 | 65,000 | 29,594 | 29,594 | 587,556 CHF | 587,958 CHF | 100.00% | 100.00% |
11/07/2024 | 0.07% | 20.11 CHF | 20.12 CHF | 65,000 | 65,000 | 27,872 | 27,872 | 580,002 CHF | 580,378 CHF | 99.34% | 99.34% |
10/07/2024 | 0.07% | 20.88 CHF | 20.89 CHF | 60,000 | 60,000 | 28,541 | 28,541 | 592,621 CHF | 593,013 CHF | 100.00% | 100.00% |
09/07/2024 | 0.08% | 20.48 CHF | 20.49 CHF | 65,000 | 65,000 | 29,647 | 29,647 | 602,828 CHF | 603,231 CHF | 99.70% | 99.70% |
08/07/2024 | 0.08% | 19.78 CHF | 19.79 CHF | 65,000 | 65,000 | 29,618 | 29,618 | 581,213 CHF | 581,616 CHF | 99.99% | 99.99% |
05/07/2024 | 0.08% | 19.58 CHF | 19.59 CHF | 65,000 | 65,000 | 29,594 | 29,594 | 584,041 CHF | 584,443 CHF | 99.28% | 99.28% |
04/07/2024 | 0.08% | 19.76 CHF | 19.77 CHF | 20,000 | 20,000 | 19,979 | 19,979 | 394,540 CHF | 394,845 CHF | 98.09% | 98.09% |
03/07/2024 | 0.08% | 19.39 CHF | 19.40 CHF | 65,000 | 65,000 | 30,669 | 30,669 | 577,569 CHF | 577,989 CHF | 98.10% | 98.10% |
02/07/2024 | 0.08% | 18.82 CHF | 18.83 CHF | 70,000 | 70,000 | 30,700 | 30,700 | 581,142 CHF | 581,559 CHF | 98.96% | 98.96% |