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% | 18.59 CHF | 18.61 CHF | 23,000 | 23,000 | 10,817 | 10,817 | 192,375 CHF | 192,680 CHF | 98.97% | 98.97% |
12/07/2024 | 0.15% | 16.34 CHF | 16.35 CHF | 26,000 | 26,000 | 11,924 | 11,924 | 193,113 CHF | 193,335 CHF | 96.97% | 96.97% |
11/07/2024 | 0.15% | 16.83 CHF | 16.84 CHF | 25,000 | 25,000 | 11,676 | 11,676 | 196,085 CHF | 196,346 CHF | 96.13% | 96.13% |
10/07/2024 | 0.18% | 16.33 CHF | 16.34 CHF | 26,000 | 26,000 | 11,493 | 11,493 | 191,915 CHF | 192,182 CHF | 95.22% | 95.22% |
09/07/2024 | 0.18% | 16.70 CHF | 16.71 CHF | 25,000 | 25,000 | 11,447 | 11,447 | 192,682 CHF | 192,963 CHF | 98.53% | 98.53% |
08/07/2024 | 0.18% | 16.65 CHF | 16.66 CHF | 25,000 | 25,000 | 11,107 | 11,107 | 187,200 CHF | 187,460 CHF | 98.43% | 98.43% |
05/07/2024 | 0.15% | 16.45 CHF | 16.46 CHF | 25,000 | 25,000 | 12,072 | 12,072 | 192,379 CHF | 192,601 CHF | 89.07% | 89.07% |
04/07/2024 | 0.15% | 16.40 CHF | 16.42 CHF | 11,000 | 11,000 | 8,585 | 8,585 | 141,354 CHF | 141,564 CHF | 77.74% | 77.74% |
03/07/2024 | 0.20% | 16.99 CHF | 17.01 CHF | 25,000 | 25,000 | 11,433 | 11,433 | 195,043 CHF | 195,368 CHF | 98.42% | 98.42% |
02/07/2024 | 0.19% | 17.64 CHF | 17.66 CHF | 24,000 | 24,000 | 10,793 | 10,793 | 191,024 CHF | 191,329 CHF | 99.68% | 99.68% |