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% | 18.49 CHF | 18.51 CHF | 23,000 | 23,000 | 10,815 | 10,815 | 191,276 CHF | 191,581 CHF | 98.96% | 98.96% |
12/07/2024 | 0.15% | 16.24 CHF | 16.25 CHF | 26,000 | 26,000 | 11,763 | 11,763 | 189,288 CHF | 189,510 CHF | 95.95% | 95.95% |
11/07/2024 | 0.15% | 16.73 CHF | 16.74 CHF | 25,000 | 25,000 | 11,655 | 11,655 | 194,573 CHF | 194,834 CHF | 95.97% | 95.97% |
10/07/2024 | 0.18% | 16.24 CHF | 16.25 CHF | 26,000 | 26,000 | 11,646 | 11,646 | 193,279 CHF | 193,546 CHF | 96.31% | 96.31% |
09/07/2024 | 0.19% | 16.60 CHF | 16.61 CHF | 25,000 | 25,000 | 11,290 | 11,290 | 188,939 CHF | 189,220 CHF | 97.40% | 97.40% |
08/07/2024 | 0.18% | 16.56 CHF | 16.57 CHF | 25,000 | 25,000 | 10,903 | 10,903 | 182,835 CHF | 183,095 CHF | 96.82% | 96.82% |
05/07/2024 | 0.15% | 16.35 CHF | 16.36 CHF | 25,000 | 25,000 | 12,169 | 12,169 | 192,733 CHF | 192,955 CHF | 87.91% | 87.91% |
04/07/2024 | 0.16% | 16.30 CHF | 16.32 CHF | 11,000 | 11,000 | 8,598 | 8,598 | 140,695 CHF | 140,905 CHF | 78.14% | 78.14% |
03/07/2024 | 0.20% | 16.89 CHF | 16.91 CHF | 25,000 | 25,000 | 11,434 | 11,434 | 193,918 CHF | 194,244 CHF | 98.43% | 98.43% |
02/07/2024 | 0.19% | 17.54 CHF | 17.56 CHF | 24,000 | 24,000 | 10,794 | 10,794 | 189,958 CHF | 190,263 CHF | 99.69% | 99.69% |