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 | 0.19% | 18.30 CHF | 18.32 CHF | 23,000 | 23,000 | 10,768 | 10,768 | 188,508 CHF | 188,812 CHF | 99.98% | 99.98% |
12/07/2024 | 0.15% | 16.08 CHF | 16.09 CHF | 26,000 | 26,000 | 12,053 | 12,053 | 192,130 CHF | 192,352 CHF | 99.34% | 99.34% |
11/07/2024 | 0.15% | 16.57 CHF | 16.58 CHF | 25,000 | 25,000 | 11,596 | 11,596 | 191,669 CHF | 191,929 CHF | 98.99% | 98.99% |
10/07/2024 | 0.18% | 16.08 CHF | 16.09 CHF | 26,000 | 26,000 | 11,652 | 11,652 | 191,519 CHF | 191,784 CHF | 99.99% | 99.99% |
09/07/2024 | 0.18% | 16.44 CHF | 16.45 CHF | 25,000 | 25,000 | 11,586 | 11,586 | 191,933 CHF | 192,213 CHF | 99.99% | 99.99% |
08/07/2024 | 0.18% | 16.39 CHF | 16.40 CHF | 25,000 | 25,000 | 11,330 | 11,330 | 187,856 CHF | 188,116 CHF | 99.69% | 99.69% |
05/07/2024 | 0.15% | 16.19 CHF | 16.20 CHF | 25,000 | 25,000 | 12,066 | 12,066 | 189,146 CHF | 189,367 CHF | 97.35% | 97.35% |
04/07/2024 | 0.16% | 16.14 CHF | 16.16 CHF | 11,000 | 11,000 | 8,621 | 8,621 | 139,660 CHF | 139,870 CHF | 95.84% | 95.84% |
03/07/2024 | 0.20% | 16.72 CHF | 16.74 CHF | 25,000 | 25,000 | 11,385 | 11,385 | 191,182 CHF | 191,507 CHF | 99.87% | 99.87% |
02/07/2024 | 0.19% | 17.36 CHF | 17.38 CHF | 24,000 | 24,000 | 10,831 | 10,831 | 188,722 CHF | 189,027 CHF | 99.99% | 99.99% |