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 | 0.06% | 16.93 CHF | 16.94 CHF | 40,000 | 40,000 | 39,924 | 39,924 | 666,241 CHF | 666,640 CHF | 99.99% | 99.99% |
12/07/2024 | 0.06% | 16.74 CHF | 16.75 CHF | 40,000 | 40,000 | 39,927 | 39,927 | 654,920 CHF | 655,320 CHF | 99.98% | 99.98% |
11/07/2024 | 0.06% | 16.67 CHF | 16.68 CHF | 40,000 | 40,000 | 39,800 | 39,800 | 682,103 CHF | 682,502 CHF | 99.98% | 99.98% |
10/07/2024 | 0.06% | 16.96 CHF | 16.97 CHF | 40,000 | 40,000 | 39,926 | 39,926 | 676,683 CHF | 677,083 CHF | 100.00% | 100.00% |
09/07/2024 | 0.06% | 16.88 CHF | 16.89 CHF | 40,000 | 40,000 | 39,796 | 39,796 | 673,795 CHF | 674,195 CHF | 99.99% | 99.99% |
08/07/2024 | 0.06% | 16.74 CHF | 16.75 CHF | 40,000 | 40,000 | 39,862 | 39,862 | 664,600 CHF | 665,000 CHF | 100.00% | 100.00% |
05/07/2024 | 0.06% | 16.62 CHF | 16.63 CHF | 40,000 | 40,000 | 39,924 | 39,924 | 655,913 CHF | 656,313 CHF | 96.89% | 96.89% |
04/07/2024 | 0.06% | 16.35 CHF | 16.36 CHF | 20,000 | 20,000 | 35,586 | 35,586 | 583,420 CHF | 583,776 CHF | 100.00% | 100.00% |
03/07/2024 | 0.06% | 16.29 CHF | 16.30 CHF | 40,000 | 40,000 | 39,926 | 39,926 | 645,961 CHF | 646,361 CHF | 98.65% | 98.65% |
02/07/2024 | 0.06% | 15.96 CHF | 15.97 CHF | 40,000 | 40,000 | 39,926 | 39,926 | 627,683 CHF | 628,082 CHF | 100.00% | 100.00% |