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 | 0.19% | 18.29 CHF | 18.31 CHF | 23,000 | 23,000 | 10,820 | 10,820 | 189,236 CHF | 189,541 CHF | 98.65% | 98.65% |
12/07/2024 | 0.15% | 16.04 CHF | 16.05 CHF | 26,000 | 26,000 | 11,608 | 11,608 | 184,575 CHF | 184,796 CHF | 93.51% | 93.51% |
11/07/2024 | 0.16% | 16.54 CHF | 16.55 CHF | 25,000 | 25,000 | 11,577 | 11,577 | 191,004 CHF | 191,264 CHF | 95.69% | 95.69% |
10/07/2024 | 0.18% | 16.04 CHF | 16.05 CHF | 26,000 | 26,000 | 11,428 | 11,428 | 187,558 CHF | 187,824 CHF | 96.52% | 96.52% |
09/07/2024 | 0.19% | 16.41 CHF | 16.42 CHF | 25,000 | 25,000 | 11,431 | 11,431 | 189,032 CHF | 189,313 CHF | 98.41% | 98.41% |
08/07/2024 | 0.18% | 16.36 CHF | 16.37 CHF | 25,000 | 25,000 | 10,867 | 10,867 | 180,066 CHF | 180,325 CHF | 96.77% | 96.77% |
05/07/2024 | 0.15% | 16.16 CHF | 16.17 CHF | 25,000 | 25,000 | 12,191 | 12,191 | 190,703 CHF | 190,926 CHF | 86.05% | 86.05% |
04/07/2024 | 0.16% | 16.10 CHF | 16.12 CHF | 11,000 | 11,000 | 8,662 | 8,662 | 140,025 CHF | 140,235 CHF | 78.59% | 78.59% |
03/07/2024 | 0.20% | 16.69 CHF | 16.71 CHF | 25,000 | 25,000 | 11,433 | 11,433 | 191,646 CHF | 191,971 CHF | 98.42% | 98.42% |
02/07/2024 | 0.19% | 17.34 CHF | 17.36 CHF | 24,000 | 24,000 | 10,810 | 10,810 | 188,118 CHF | 188,422 CHF | 99.82% | 99.82% |