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% | 18.09 CHF | 18.11 CHF | 23,000 | 23,000 | 10,817 | 10,817 | 186,965 CHF | 187,270 CHF | 98.97% | 98.97% |
12/07/2024 | 0.15% | 15.84 CHF | 15.85 CHF | 26,000 | 26,000 | 11,764 | 11,764 | 184,593 CHF | 184,814 CHF | 95.88% | 95.88% |
11/07/2024 | 0.16% | 16.34 CHF | 16.35 CHF | 25,000 | 25,000 | 11,636 | 11,636 | 189,605 CHF | 189,866 CHF | 95.92% | 95.92% |
10/07/2024 | 0.18% | 15.83 CHF | 15.84 CHF | 26,000 | 26,000 | 11,591 | 11,591 | 187,697 CHF | 187,964 CHF | 96.55% | 96.55% |
09/07/2024 | 0.19% | 16.20 CHF | 16.21 CHF | 25,000 | 25,000 | 11,295 | 11,295 | 184,499 CHF | 184,781 CHF | 95.82% | 95.82% |
08/07/2024 | 0.18% | 16.15 CHF | 16.16 CHF | 25,000 | 25,000 | 11,094 | 11,094 | 181,430 CHF | 181,689 CHF | 98.43% | 98.43% |
05/07/2024 | 0.15% | 15.95 CHF | 15.96 CHF | 25,000 | 25,000 | 12,028 | 12,028 | 185,640 CHF | 185,861 CHF | 90.23% | 90.23% |
04/07/2024 | 0.16% | 15.90 CHF | 15.92 CHF | 11,000 | 11,000 | 8,556 | 8,556 | 136,557 CHF | 136,767 CHF | 80.25% | 80.25% |
03/07/2024 | 0.20% | 16.48 CHF | 16.50 CHF | 25,000 | 25,000 | 11,434 | 11,434 | 189,305 CHF | 189,630 CHF | 98.43% | 98.43% |
02/07/2024 | 0.20% | 17.14 CHF | 17.16 CHF | 24,000 | 24,000 | 10,792 | 10,792 | 185,584 CHF | 185,888 CHF | 99.68% | 99.68% |