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% | 19.89 CHF | 19.90 CHF | 65,000 | 65,000 | 29,823 | 29,823 | 592,407 CHF | 592,810 CHF | 97.71% | 97.71% |
12/07/2024 | 0.08% | 20.01 CHF | 20.02 CHF | 65,000 | 65,000 | 29,550 | 29,550 | 580,107 CHF | 580,509 CHF | 99.87% | 99.87% |
11/07/2024 | 0.08% | 19.89 CHF | 19.90 CHF | 65,000 | 65,000 | 27,842 | 27,842 | 573,321 CHF | 573,697 CHF | 99.49% | 99.49% |
10/07/2024 | 0.08% | 20.66 CHF | 20.67 CHF | 60,000 | 60,000 | 28,541 | 28,541 | 586,330 CHF | 586,722 CHF | 100.00% | 100.00% |
09/07/2024 | 0.08% | 20.26 CHF | 20.27 CHF | 65,000 | 65,000 | 29,647 | 29,647 | 596,307 CHF | 596,710 CHF | 99.70% | 99.70% |
08/07/2024 | 0.08% | 19.56 CHF | 19.57 CHF | 65,000 | 65,000 | 29,617 | 29,617 | 574,554 CHF | 574,957 CHF | 99.99% | 99.99% |
05/07/2024 | 0.08% | 19.36 CHF | 19.37 CHF | 65,000 | 65,000 | 29,539 | 29,539 | 576,399 CHF | 576,801 CHF | 99.13% | 99.13% |
04/07/2024 | 0.08% | 19.53 CHF | 19.54 CHF | 20,000 | 20,000 | 19,979 | 19,979 | 390,075 CHF | 390,380 CHF | 98.10% | 98.10% |
03/07/2024 | 0.08% | 19.17 CHF | 19.18 CHF | 65,000 | 65,000 | 30,729 | 30,729 | 571,780 CHF | 572,200 CHF | 97.86% | 97.86% |
02/07/2024 | 0.08% | 18.59 CHF | 18.60 CHF | 70,000 | 70,000 | 31,004 | 31,004 | 579,784 CHF | 580,203 CHF | 99.98% | 99.98% |