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% | 17.65 CHF | 17.67 CHF | 23,000 | 23,000 | 10,817 | 10,817 | 182,239 CHF | 182,544 CHF | 98.97% | 98.97% |
12/07/2024 | 0.15% | 15.40 CHF | 15.41 CHF | 26,000 | 26,000 | 11,983 | 11,983 | 182,853 CHF | 183,075 CHF | 97.47% | 97.47% |
11/07/2024 | 0.16% | 15.90 CHF | 15.91 CHF | 25,000 | 25,000 | 11,581 | 11,581 | 183,643 CHF | 183,903 CHF | 95.59% | 95.59% |
10/07/2024 | 0.19% | 15.39 CHF | 15.40 CHF | 26,000 | 26,000 | 11,600 | 11,600 | 182,745 CHF | 183,013 CHF | 95.98% | 95.98% |
09/07/2024 | 0.19% | 15.76 CHF | 15.77 CHF | 25,000 | 25,000 | 11,338 | 11,338 | 180,222 CHF | 180,503 CHF | 97.74% | 97.74% |
08/07/2024 | 0.19% | 15.72 CHF | 15.73 CHF | 25,000 | 25,000 | 11,060 | 11,060 | 176,094 CHF | 176,354 CHF | 98.11% | 98.11% |
05/07/2024 | 0.16% | 15.51 CHF | 15.52 CHF | 25,000 | 25,000 | 12,288 | 12,288 | 184,330 CHF | 184,552 CHF | 85.95% | 85.95% |
04/07/2024 | 0.16% | 15.46 CHF | 15.48 CHF | 11,000 | 11,000 | 8,538 | 8,538 | 132,519 CHF | 132,729 CHF | 79.42% | 79.42% |
03/07/2024 | 0.21% | 16.04 CHF | 16.06 CHF | 25,000 | 25,000 | 11,434 | 11,434 | 184,284 CHF | 184,609 CHF | 98.43% | 98.43% |
02/07/2024 | 0.20% | 16.70 CHF | 16.72 CHF | 24,000 | 24,000 | 10,793 | 10,793 | 180,827 CHF | 181,131 CHF | 99.68% | 99.68% |