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% | 17.85 CHF | 17.87 CHF | 23,000 | 23,000 | 10,817 | 10,817 | 184,358 CHF | 184,664 CHF | 98.97% | 98.97% |
12/07/2024 | 0.15% | 15.60 CHF | 15.61 CHF | 26,000 | 26,000 | 11,931 | 11,931 | 184,389 CHF | 184,611 CHF | 96.89% | 96.89% |
11/07/2024 | 0.16% | 16.09 CHF | 16.10 CHF | 25,000 | 25,000 | 11,649 | 11,649 | 187,004 CHF | 187,265 CHF | 96.06% | 96.06% |
10/07/2024 | 0.19% | 15.59 CHF | 15.60 CHF | 26,000 | 26,000 | 11,445 | 11,445 | 182,730 CHF | 182,996 CHF | 97.46% | 97.46% |
09/07/2024 | 0.19% | 15.96 CHF | 15.97 CHF | 25,000 | 25,000 | 11,325 | 11,325 | 182,223 CHF | 182,504 CHF | 97.65% | 97.65% |
08/07/2024 | 0.19% | 15.91 CHF | 15.92 CHF | 25,000 | 25,000 | 11,107 | 11,107 | 178,962 CHF | 179,221 CHF | 98.43% | 98.43% |
05/07/2024 | 0.15% | 15.71 CHF | 15.72 CHF | 25,000 | 25,000 | 12,329 | 12,329 | 187,424 CHF | 187,647 CHF | 85.28% | 85.28% |
04/07/2024 | 0.16% | 15.65 CHF | 15.67 CHF | 11,000 | 11,000 | 8,577 | 8,577 | 134,812 CHF | 135,022 CHF | 82.16% | 82.16% |
03/07/2024 | 0.21% | 16.24 CHF | 16.26 CHF | 25,000 | 25,000 | 11,434 | 11,434 | 186,547 CHF | 186,872 CHF | 98.43% | 98.43% |
02/07/2024 | 0.20% | 16.89 CHF | 16.91 CHF | 24,000 | 24,000 | 10,795 | 10,795 | 182,999 CHF | 183,303 CHF | 99.70% | 99.70% |