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% | 19.91 CHF | 19.92 CHF | 65,000 | 65,000 | 29,834 | 29,834 | 593,472 CHF | 593,875 CHF | 97.76% | 97.76% |
12/07/2024 | 0.08% | 20.04 CHF | 20.05 CHF | 65,000 | 65,000 | 29,595 | 29,595 | 581,862 CHF | 582,264 CHF | 100.00% | 100.00% |
11/07/2024 | 0.08% | 19.92 CHF | 19.93 CHF | 65,000 | 65,000 | 27,842 | 27,842 | 573,988 CHF | 574,364 CHF | 99.51% | 99.51% |
10/07/2024 | 0.08% | 20.69 CHF | 20.70 CHF | 60,000 | 60,000 | 28,543 | 28,543 | 587,110 CHF | 587,502 CHF | 100.00% | 100.00% |
09/07/2024 | 0.08% | 20.29 CHF | 20.30 CHF | 65,000 | 65,000 | 29,642 | 29,642 | 596,977 CHF | 597,379 CHF | 99.70% | 99.70% |
08/07/2024 | 0.08% | 19.59 CHF | 19.60 CHF | 65,000 | 65,000 | 29,623 | 29,623 | 575,573 CHF | 575,976 CHF | 99.99% | 99.99% |
05/07/2024 | 0.08% | 19.39 CHF | 19.40 CHF | 65,000 | 65,000 | 29,592 | 29,592 | 578,267 CHF | 578,669 CHF | 99.27% | 99.27% |
04/07/2024 | 0.08% | 19.56 CHF | 19.57 CHF | 20,000 | 20,000 | 19,979 | 19,979 | 390,688 CHF | 390,993 CHF | 98.06% | 98.06% |
03/07/2024 | 0.08% | 19.20 CHF | 19.21 CHF | 65,000 | 65,000 | 30,637 | 30,637 | 571,001 CHF | 571,420 CHF | 98.02% | 98.02% |
02/07/2024 | 0.08% | 18.62 CHF | 18.63 CHF | 70,000 | 70,000 | 30,665 | 30,665 | 574,561 CHF | 574,978 CHF | 98.87% | 98.87% |