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 | 0.20% | 17.72 CHF | 17.74 CHF | 23,000 | 23,000 | 10,767 | 10,767 | 182,252 CHF | 182,556 CHF | 99.98% | 99.98% |
12/07/2024 | 0.15% | 15.50 CHF | 15.51 CHF | 26,000 | 26,000 | 12,053 | 12,053 | 185,149 CHF | 185,371 CHF | 99.34% | 99.34% |
11/07/2024 | 0.16% | 15.99 CHF | 16.00 CHF | 25,000 | 25,000 | 11,597 | 11,597 | 184,972 CHF | 185,231 CHF | 99.00% | 99.00% |
10/07/2024 | 0.19% | 15.50 CHF | 15.51 CHF | 26,000 | 26,000 | 11,652 | 11,652 | 184,748 CHF | 185,013 CHF | 99.99% | 99.99% |
09/07/2024 | 0.19% | 15.86 CHF | 15.87 CHF | 25,000 | 25,000 | 11,586 | 11,586 | 185,205 CHF | 185,485 CHF | 99.99% | 99.99% |
08/07/2024 | 0.18% | 15.81 CHF | 15.82 CHF | 25,000 | 25,000 | 11,312 | 11,312 | 181,030 CHF | 181,290 CHF | 100.00% | 100.00% |
05/07/2024 | 0.16% | 15.61 CHF | 15.62 CHF | 25,000 | 25,000 | 12,067 | 12,067 | 182,158 CHF | 182,379 CHF | 97.36% | 97.36% |
04/07/2024 | 0.16% | 15.56 CHF | 15.58 CHF | 11,000 | 11,000 | 8,638 | 8,638 | 134,912 CHF | 135,122 CHF | 96.17% | 96.17% |
03/07/2024 | 0.21% | 16.14 CHF | 16.16 CHF | 25,000 | 25,000 | 11,386 | 11,386 | 184,563 CHF | 184,888 CHF | 99.88% | 99.88% |
02/07/2024 | 0.20% | 16.78 CHF | 16.80 CHF | 24,000 | 24,000 | 10,830 | 10,830 | 182,379 CHF | 182,683 CHF | 99.98% | 99.98% |