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 | 0.07% | 14.89 CHF | 14.90 CHF | 192,200 | 192,200 | 192,200 | 192,200 | 2,815,530 CHF | 2,817,450 CHF | 100.00% | 100.00% |
12/07/2024 | 0.07% | 14.36 CHF | 14.37 CHF | 197,900 | 197,900 | 197,900 | 197,900 | 2,757,150 CHF | 2,759,130 CHF | 99.94% | 99.94% |
11/07/2024 | 0.07% | 13.90 CHF | 13.91 CHF | 198,600 | 198,600 | 198,600 | 198,600 | 2,720,170 CHF | 2,722,160 CHF | 99.61% | 99.61% |
10/07/2024 | 0.08% | 13.01 CHF | 13.02 CHF | 209,300 | 209,300 | 209,300 | 209,300 | 2,703,740 CHF | 2,705,830 CHF | 100.00% | 100.00% |
09/07/2024 | 0.08% | 12.86 CHF | 12.87 CHF | 207,800 | 207,800 | 207,800 | 207,800 | 2,701,800 CHF | 2,703,880 CHF | 100.00% | 100.00% |
08/07/2024 | 0.08% | 13.32 CHF | 13.33 CHF | 206,500 | 206,500 | 206,500 | 206,500 | 2,715,940 CHF | 2,718,010 CHF | 98.16% | 98.16% |
05/07/2024 | 0.08% | 13.00 CHF | 13.01 CHF | 208,400 | 208,400 | 208,400 | 208,400 | 2,699,120 CHF | 2,701,200 CHF | 99.92% | 99.92% |
04/07/2024 | 0.08% | 13.04 CHF | 13.05 CHF | 104,200 | 104,200 | 185,624 | 185,624 | 2,437,840 CHF | 2,439,700 CHF | 100.00% | 100.00% |
03/07/2024 | 0.08% | 12.95 CHF | 12.96 CHF | 207,600 | 207,600 | 207,600 | 207,600 | 2,727,540 CHF | 2,729,620 CHF | 100.00% | 100.00% |
02/07/2024 | 0.08% | 12.76 CHF | 12.77 CHF | 211,700 | 211,700 | 211,700 | 211,700 | 2,665,490 CHF | 2,667,610 CHF | 99.72% | 99.72% |