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% | 20.01 CHF | 20.02 CHF | 65,000 | 65,000 | 29,833 | 29,833 | 596,397 CHF | 596,800 CHF | 97.77% | 97.77% |
12/07/2024 | 0.08% | 20.14 CHF | 20.15 CHF | 65,000 | 65,000 | 29,595 | 29,595 | 584,778 CHF | 585,180 CHF | 100.00% | 100.00% |
11/07/2024 | 0.07% | 20.02 CHF | 20.03 CHF | 65,000 | 65,000 | 27,842 | 27,842 | 576,779 CHF | 577,155 CHF | 99.51% | 99.51% |
10/07/2024 | 0.08% | 20.79 CHF | 20.80 CHF | 60,000 | 60,000 | 28,542 | 28,542 | 589,908 CHF | 590,300 CHF | 100.00% | 100.00% |
09/07/2024 | 0.08% | 20.39 CHF | 20.40 CHF | 65,000 | 65,000 | 29,642 | 29,642 | 599,959 CHF | 600,362 CHF | 99.70% | 99.70% |
08/07/2024 | 0.08% | 19.69 CHF | 19.70 CHF | 65,000 | 65,000 | 29,622 | 29,622 | 578,485 CHF | 578,888 CHF | 99.99% | 99.99% |
05/07/2024 | 0.08% | 19.48 CHF | 19.49 CHF | 65,000 | 65,000 | 29,589 | 29,589 | 581,124 CHF | 581,527 CHF | 99.27% | 99.27% |
04/07/2024 | 0.08% | 19.66 CHF | 19.67 CHF | 20,000 | 20,000 | 19,979 | 19,979 | 392,667 CHF | 392,972 CHF | 98.06% | 98.06% |
03/07/2024 | 0.08% | 19.30 CHF | 19.31 CHF | 65,000 | 65,000 | 30,634 | 30,634 | 573,986 CHF | 574,405 CHF | 98.01% | 98.01% |
02/07/2024 | 0.08% | 18.72 CHF | 18.73 CHF | 70,000 | 70,000 | 30,656 | 30,656 | 577,430 CHF | 577,847 CHF | 98.84% | 98.84% |