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% | 19.43 CHF | 19.44 CHF | 65,000 | 65,000 | 29,845 | 29,845 | 579,289 CHF | 579,692 CHF | 97.80% | 97.80% |
12/07/2024 | 0.08% | 19.56 CHF | 19.57 CHF | 65,000 | 65,000 | 29,593 | 29,593 | 567,558 CHF | 567,961 CHF | 99.99% | 99.99% |
11/07/2024 | 0.08% | 19.43 CHF | 19.44 CHF | 65,000 | 65,000 | 27,848 | 27,848 | 560,694 CHF | 561,070 CHF | 99.51% | 99.51% |
10/07/2024 | 0.08% | 20.21 CHF | 20.22 CHF | 60,000 | 60,000 | 28,538 | 28,538 | 573,219 CHF | 573,612 CHF | 100.00% | 100.00% |
09/07/2024 | 0.08% | 19.80 CHF | 19.81 CHF | 65,000 | 65,000 | 29,642 | 29,642 | 582,660 CHF | 583,063 CHF | 99.70% | 99.70% |
08/07/2024 | 0.08% | 19.11 CHF | 19.12 CHF | 65,000 | 65,000 | 29,622 | 29,622 | 561,288 CHF | 561,691 CHF | 99.99% | 99.99% |
05/07/2024 | 0.08% | 18.90 CHF | 18.91 CHF | 65,000 | 65,000 | 29,592 | 29,592 | 564,009 CHF | 564,411 CHF | 99.28% | 99.28% |
04/07/2024 | 0.08% | 19.08 CHF | 19.09 CHF | 20,000 | 20,000 | 19,979 | 19,979 | 381,016 CHF | 381,322 CHF | 98.05% | 98.05% |
03/07/2024 | 0.09% | 18.71 CHF | 18.72 CHF | 65,000 | 65,000 | 30,672 | 30,672 | 556,817 CHF | 557,237 CHF | 98.11% | 98.11% |
02/07/2024 | 0.08% | 18.14 CHF | 18.15 CHF | 70,000 | 70,000 | 30,703 | 30,703 | 560,332 CHF | 560,749 CHF | 98.97% | 98.97% |