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% | 20.08 CHF | 20.09 CHF | 65,000 | 65,000 | 29,830 | 29,830 | 598,465 CHF | 598,868 CHF | 97.73% | 97.73% |
12/07/2024 | 0.08% | 20.21 CHF | 20.22 CHF | 65,000 | 65,000 | 29,545 | 29,545 | 585,877 CHF | 586,280 CHF | 99.86% | 99.86% |
11/07/2024 | 0.07% | 20.09 CHF | 20.10 CHF | 65,000 | 65,000 | 27,845 | 27,845 | 578,920 CHF | 579,296 CHF | 99.50% | 99.50% |
10/07/2024 | 0.08% | 20.86 CHF | 20.87 CHF | 60,000 | 60,000 | 28,542 | 28,542 | 592,038 CHF | 592,430 CHF | 100.00% | 100.00% |
09/07/2024 | 0.08% | 20.46 CHF | 20.47 CHF | 65,000 | 65,000 | 29,642 | 29,642 | 602,109 CHF | 602,512 CHF | 99.70% | 99.70% |
08/07/2024 | 0.08% | 19.76 CHF | 19.77 CHF | 65,000 | 65,000 | 29,620 | 29,620 | 580,505 CHF | 580,908 CHF | 100.00% | 100.00% |
05/07/2024 | 0.08% | 19.55 CHF | 19.56 CHF | 65,000 | 65,000 | 29,535 | 29,535 | 582,141 CHF | 582,544 CHF | 99.11% | 99.11% |
04/07/2024 | 0.08% | 19.73 CHF | 19.74 CHF | 20,000 | 20,000 | 19,979 | 19,979 | 394,066 CHF | 394,371 CHF | 98.11% | 98.11% |
03/07/2024 | 0.08% | 19.36 CHF | 19.37 CHF | 65,000 | 65,000 | 30,732 | 30,732 | 577,931 CHF | 578,351 CHF | 97.87% | 97.87% |
02/07/2024 | 0.08% | 18.79 CHF | 18.80 CHF | 70,000 | 70,000 | 31,008 | 31,008 | 586,069 CHF | 586,488 CHF | 99.98% | 99.98% |