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 | 0.31% | 16.20 CHF | 16.25 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 485,405 CHF | 486,893 CHF | 100.00% | 100.00% |
12/07/2024 | 0.31% | 16.35 CHF | 16.40 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 483,179 CHF | 484,667 CHF | 100.00% | 100.00% |
11/07/2024 | 0.31% | 16.15 CHF | 16.20 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 478,735 CHF | 480,223 CHF | 100.00% | 100.00% |
10/07/2024 | 0.32% | 15.90 CHF | 15.95 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 468,256 CHF | 469,743 CHF | 99.63% | 99.63% |
09/07/2024 | 0.32% | 15.70 CHF | 15.75 CHF | 30,000 | 30,000 | 29,717 | 29,717 | 469,726 CHF | 471,214 CHF | 100.00% | 100.00% |
08/07/2024 | 0.32% | 15.70 CHF | 15.75 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 467,294 CHF | 468,779 CHF | 100.00% | 100.00% |
05/07/2024 | 0.32% | 15.65 CHF | 15.70 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 468,423 CHF | 469,909 CHF | 100.00% | 100.00% |
04/07/2024 | 0.32% | 15.80 CHF | 15.85 CHF | 30,000 | 30,000 | 29,719 | 29,718 | 467,496 CHF | 468,980 CHF | 100.00% | 100.00% |
03/07/2024 | 0.32% | 15.70 CHF | 15.75 CHF | 30,000 | 30,000 | 29,721 | 29,719 | 465,823 CHF | 467,282 CHF | 100.00% | 100.00% |
02/07/2024 | 0.33% | 15.65 CHF | 15.70 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 461,110 CHF | 462,594 CHF | 100.00% | 100.00% |