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% | 17.36 CHF | 17.37 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 771,805 CHF | 772,255 CHF | 99.98% | 99.98% |
12/07/2024 | 0.06% | 17.13 CHF | 17.14 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 757,280 CHF | 757,730 CHF | 99.95% | 99.95% |
11/07/2024 | 0.06% | 16.92 CHF | 16.93 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 773,625 CHF | 774,075 CHF | 99.60% | 99.60% |
10/07/2024 | 0.06% | 16.92 CHF | 16.93 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 759,062 CHF | 759,512 CHF | 100.00% | 100.00% |
09/07/2024 | 0.06% | 16.82 CHF | 16.83 CHF | 45,000 | 45,000 | 44,899 | 44,899 | 755,692 CHF | 756,142 CHF | 100.00% | 100.00% |
08/07/2024 | 0.06% | 16.73 CHF | 16.74 CHF | 45,000 | 45,000 | 44,923 | 44,923 | 748,977 CHF | 749,427 CHF | 98.72% | 98.72% |
05/07/2024 | 0.06% | 16.57 CHF | 16.58 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 741,440 CHF | 741,890 CHF | 99.91% | 99.91% |
04/07/2024 | 0.06% | 16.49 CHF | 16.50 CHF | 25,000 | 25,000 | 40,634 | 40,634 | 672,007 CHF | 672,414 CHF | 100.00% | 100.00% |
03/07/2024 | 0.06% | 16.41 CHF | 16.42 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 737,310 CHF | 737,760 CHF | 100.00% | 100.00% |
02/07/2024 | 0.06% | 16.16 CHF | 16.17 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 719,236 CHF | 719,686 CHF | 99.97% | 99.97% |