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% | 20.18 CHF | 20.19 CHF | 65,000 | 65,000 | 29,826 | 29,826 | 601,384 CHF | 601,787 CHF | 97.71% | 97.71% |
12/07/2024 | 0.08% | 20.31 CHF | 20.32 CHF | 65,000 | 65,000 | 29,554 | 29,554 | 589,082 CHF | 589,485 CHF | 99.88% | 99.88% |
11/07/2024 | 0.07% | 20.19 CHF | 20.20 CHF | 65,000 | 65,000 | 27,849 | 27,849 | 581,783 CHF | 582,159 CHF | 99.51% | 99.51% |
10/07/2024 | 0.07% | 20.97 CHF | 20.98 CHF | 60,000 | 60,000 | 28,536 | 28,536 | 594,828 CHF | 595,220 CHF | 100.00% | 100.00% |
09/07/2024 | 0.08% | 20.56 CHF | 20.57 CHF | 65,000 | 65,000 | 29,648 | 29,648 | 605,209 CHF | 605,612 CHF | 99.70% | 99.70% |
08/07/2024 | 0.08% | 19.86 CHF | 19.87 CHF | 65,000 | 65,000 | 29,635 | 29,635 | 583,775 CHF | 584,178 CHF | 100.00% | 100.00% |
05/07/2024 | 0.08% | 19.66 CHF | 19.67 CHF | 65,000 | 65,000 | 29,542 | 29,542 | 585,317 CHF | 585,719 CHF | 99.14% | 99.14% |
04/07/2024 | 0.08% | 19.83 CHF | 19.84 CHF | 20,000 | 20,000 | 19,979 | 19,979 | 396,082 CHF | 396,388 CHF | 98.11% | 98.11% |
03/07/2024 | 0.08% | 19.47 CHF | 19.48 CHF | 65,000 | 65,000 | 30,759 | 30,759 | 581,626 CHF | 582,046 CHF | 97.58% | 97.58% |
02/07/2024 | 0.08% | 18.89 CHF | 18.90 CHF | 70,000 | 70,000 | 31,005 | 31,005 | 589,152 CHF | 589,570 CHF | 99.98% | 99.98% |