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 | 0.13% | 15.40 CHF | 15.42 CHF | 19,700 | 19,700 | 19,700 | 19,700 | 300,385 CHF | 300,779 CHF | 99.99% | 99.99% |
12/07/2024 | 0.13% | 15.47 CHF | 15.49 CHF | 19,700 | 19,700 | 19,700 | 19,700 | 296,476 CHF | 296,870 CHF | 100.00% | 100.00% |
11/07/2024 | 0.12% | 16.47 CHF | 16.49 CHF | 17,200 | 17,200 | 17,200 | 17,200 | 293,669 CHF | 294,013 CHF | 99.97% | 99.97% |
10/07/2024 | 0.12% | 17.45 CHF | 17.47 CHF | 18,000 | 18,000 | 18,000 | 18,000 | 306,900 CHF | 307,260 CHF | 100.00% | 100.00% |
09/07/2024 | 0.13% | 15.65 CHF | 15.67 CHF | 18,600 | 18,600 | 18,600 | 18,600 | 291,617 CHF | 291,989 CHF | 99.99% | 99.99% |
08/07/2024 | 0.14% | 14.55 CHF | 14.57 CHF | 20,400 | 20,400 | 20,400 | 20,400 | 295,680 CHF | 296,088 CHF | 100.00% | 100.00% |
05/07/2024 | 0.14% | 14.58 CHF | 14.60 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 288,918 CHF | 289,318 CHF | 99.92% | 99.92% |
04/07/2024 | 0.14% | 14.41 CHF | 14.43 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 288,123 CHF | 288,523 CHF | 100.00% | 100.00% |
03/07/2024 | 0.15% | 13.79 CHF | 13.81 CHF | 20,800 | 20,800 | 20,800 | 20,800 | 286,522 CHF | 286,938 CHF | 100.00% | 100.00% |
02/07/2024 | 0.16% | 12.79 CHF | 12.81 CHF | 22,100 | 22,100 | 22,100 | 22,100 | 277,579 CHF | 278,021 CHF | 99.99% | 99.99% |