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 | 0.32% | 15.75 CHF | 15.80 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 471,822 CHF | 473,310 CHF | 100.00% | 100.00% |
12/07/2024 | 0.32% | 15.90 CHF | 15.95 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 469,493 CHF | 470,981 CHF | 100.00% | 100.00% |
11/07/2024 | 0.32% | 15.65 CHF | 15.70 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 465,111 CHF | 466,599 CHF | 99.93% | 99.93% |
10/07/2024 | 0.33% | 15.45 CHF | 15.50 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 454,738 CHF | 456,226 CHF | 100.00% | 100.00% |
09/07/2024 | 0.33% | 15.25 CHF | 15.30 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 456,141 CHF | 457,629 CHF | 100.00% | 100.00% |
08/07/2024 | 0.33% | 15.25 CHF | 15.30 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 453,758 CHF | 455,245 CHF | 100.00% | 100.00% |
05/07/2024 | 0.33% | 15.20 CHF | 15.25 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 454,863 CHF | 456,349 CHF | 100.00% | 100.00% |
04/07/2024 | 0.33% | 15.35 CHF | 15.40 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 453,869 CHF | 455,354 CHF | 100.00% | 100.00% |
03/07/2024 | 0.33% | 15.25 CHF | 15.30 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 452,254 CHF | 453,740 CHF | 100.00% | 100.00% |
02/07/2024 | 0.33% | 15.15 CHF | 15.20 CHF | 30,000 | 30,000 | 29,721 | 29,719 | 447,553 CHF | 449,010 CHF | 100.00% | 100.00% |