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% | 18.01 CHF | 18.03 CHF | 23,000 | 23,000 | 10,767 | 10,767 | 185,387 CHF | 185,692 CHF | 99.98% | 99.98% |
12/07/2024 | 0.15% | 15.79 CHF | 15.80 CHF | 26,000 | 26,000 | 12,053 | 12,053 | 188,644 CHF | 188,867 CHF | 99.34% | 99.34% |
11/07/2024 | 0.16% | 16.28 CHF | 16.29 CHF | 25,000 | 25,000 | 11,596 | 11,596 | 188,327 CHF | 188,586 CHF | 99.00% | 99.00% |
10/07/2024 | 0.18% | 15.79 CHF | 15.80 CHF | 26,000 | 26,000 | 11,652 | 11,652 | 188,136 CHF | 188,402 CHF | 99.99% | 99.99% |
09/07/2024 | 0.19% | 16.15 CHF | 16.16 CHF | 25,000 | 25,000 | 11,586 | 11,586 | 188,573 CHF | 188,853 CHF | 99.99% | 99.99% |
08/07/2024 | 0.18% | 16.10 CHF | 16.11 CHF | 25,000 | 25,000 | 11,317 | 11,317 | 184,379 CHF | 184,638 CHF | 99.69% | 99.69% |
05/07/2024 | 0.15% | 15.90 CHF | 15.91 CHF | 25,000 | 25,000 | 12,066 | 12,066 | 185,652 CHF | 185,874 CHF | 97.35% | 97.35% |
04/07/2024 | 0.16% | 15.85 CHF | 15.87 CHF | 11,000 | 11,000 | 8,641 | 8,641 | 137,463 CHF | 137,673 CHF | 96.03% | 96.03% |
03/07/2024 | 0.21% | 16.43 CHF | 16.45 CHF | 25,000 | 25,000 | 11,385 | 11,385 | 187,867 CHF | 188,192 CHF | 99.87% | 99.87% |
02/07/2024 | 0.20% | 17.07 CHF | 17.09 CHF | 24,000 | 24,000 | 10,828 | 10,828 | 185,506 CHF | 185,811 CHF | 99.97% | 99.97% |