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 | 0.20% | 17.91 CHF | 17.93 CHF | 23,000 | 23,000 | 10,767 | 10,767 | 184,309 CHF | 184,613 CHF | 99.98% | 99.98% |
12/07/2024 | 0.15% | 15.69 CHF | 15.70 CHF | 26,000 | 26,000 | 12,053 | 12,053 | 187,447 CHF | 187,670 CHF | 99.34% | 99.34% |
11/07/2024 | 0.16% | 16.18 CHF | 16.19 CHF | 25,000 | 25,000 | 11,597 | 11,597 | 187,177 CHF | 187,436 CHF | 98.99% | 98.99% |
10/07/2024 | 0.18% | 15.69 CHF | 15.70 CHF | 26,000 | 26,000 | 11,652 | 11,652 | 186,971 CHF | 187,236 CHF | 99.99% | 99.99% |
09/07/2024 | 0.19% | 16.05 CHF | 16.06 CHF | 25,000 | 25,000 | 11,585 | 11,585 | 187,418 CHF | 187,698 CHF | 99.99% | 99.99% |
08/07/2024 | 0.18% | 16.00 CHF | 16.01 CHF | 25,000 | 25,000 | 11,316 | 11,316 | 183,248 CHF | 183,507 CHF | 99.69% | 99.69% |
05/07/2024 | 0.15% | 15.80 CHF | 15.81 CHF | 25,000 | 25,000 | 12,065 | 12,065 | 184,444 CHF | 184,666 CHF | 97.35% | 97.35% |
04/07/2024 | 0.16% | 15.75 CHF | 15.77 CHF | 11,000 | 11,000 | 8,641 | 8,641 | 136,600 CHF | 136,810 CHF | 96.03% | 96.03% |
03/07/2024 | 0.21% | 16.33 CHF | 16.35 CHF | 25,000 | 25,000 | 11,387 | 11,387 | 186,762 CHF | 187,086 CHF | 99.88% | 99.88% |
02/07/2024 | 0.20% | 16.97 CHF | 16.99 CHF | 24,000 | 24,000 | 10,831 | 10,831 | 184,484 CHF | 184,789 CHF | 99.99% | 99.99% |