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% | 19.81 CHF | 19.82 CHF | 65,000 | 65,000 | 29,834 | 29,834 | 590,487 CHF | 590,890 CHF | 97.76% | 97.76% |
12/07/2024 | 0.08% | 19.94 CHF | 19.95 CHF | 65,000 | 65,000 | 29,597 | 29,597 | 578,923 CHF | 579,326 CHF | 100.00% | 100.00% |
11/07/2024 | 0.08% | 19.82 CHF | 19.83 CHF | 65,000 | 65,000 | 27,848 | 27,848 | 571,372 CHF | 571,748 CHF | 99.52% | 99.52% |
10/07/2024 | 0.08% | 20.59 CHF | 20.60 CHF | 60,000 | 60,000 | 28,538 | 28,538 | 584,140 CHF | 584,532 CHF | 100.00% | 100.00% |
09/07/2024 | 0.08% | 20.19 CHF | 20.20 CHF | 65,000 | 65,000 | 29,648 | 29,648 | 594,165 CHF | 594,568 CHF | 99.70% | 99.70% |
08/07/2024 | 0.08% | 19.49 CHF | 19.50 CHF | 65,000 | 65,000 | 29,638 | 29,638 | 572,891 CHF | 573,294 CHF | 99.99% | 99.99% |
05/07/2024 | 0.08% | 19.29 CHF | 19.30 CHF | 65,000 | 65,000 | 29,596 | 29,596 | 575,414 CHF | 575,816 CHF | 99.28% | 99.28% |
04/07/2024 | 0.08% | 19.46 CHF | 19.47 CHF | 20,000 | 20,000 | 19,979 | 19,979 | 388,674 CHF | 388,979 CHF | 98.06% | 98.06% |
03/07/2024 | 0.08% | 19.10 CHF | 19.11 CHF | 65,000 | 65,000 | 30,645 | 30,645 | 568,115 CHF | 568,535 CHF | 98.04% | 98.04% |
02/07/2024 | 0.08% | 18.52 CHF | 18.53 CHF | 70,000 | 70,000 | 30,674 | 30,674 | 571,604 CHF | 572,020 CHF | 98.89% | 98.89% |