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 | 0.22% | 18.60 CHF | 18.64 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 1,433,150 CHF | 1,436,350 CHF | 100.00% | 100.00% |
12/07/2024 | 0.23% | 18.02 CHF | 18.06 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 1,367,570 CHF | 1,370,770 CHF | 100.00% | 100.00% |
11/07/2024 | 0.26% | 17.98 CHF | 18.03 CHF | 70,000 | 70,000 | 69,841 | 69,841 | 1,350,190 CHF | 1,353,680 CHF | 100.00% | 100.00% |
10/07/2024 | 0.21% | 18.70 CHF | 18.74 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 1,500,030 CHF | 1,503,230 CHF | 100.00% | 100.00% |
09/07/2024 | 0.21% | 18.56 CHF | 18.60 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 1,497,400 CHF | 1,500,600 CHF | 100.00% | 100.00% |
08/07/2024 | 0.22% | 18.12 CHF | 18.16 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 1,442,890 CHF | 1,446,090 CHF | 100.00% | 100.00% |
05/07/2024 | 0.23% | 17.82 CHF | 17.86 CHF | 80,000 | 80,000 | 79,799 | 79,799 | 1,381,060 CHF | 1,384,260 CHF | 100.00% | 100.00% |
04/07/2024 | 0.23% | 17.01 CHF | 17.05 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 1,367,440 CHF | 1,370,640 CHF | 97.72% | 97.72% |
03/07/2024 | 0.24% | 16.76 CHF | 16.80 CHF | 90,000 | 90,000 | 89,789 | 89,789 | 1,473,230 CHF | 1,476,830 CHF | 98.24% | 98.24% |
02/07/2024 | 0.26% | 15.73 CHF | 15.77 CHF | 90,000 | 90,000 | 89,964 | 89,964 | 1,360,550 CHF | 1,364,150 CHF | 100.00% | 100.00% |