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% | 14.61 CHF | 14.62 CHF | 89,000 | 89,000 | 49,591 | 49,591 | 720,284 CHF | 720,781 CHF | 98.86% | 98.86% |
12/07/2024 | 0.07% | 14.33 CHF | 14.34 CHF | 90,000 | 90,000 | 50,711 | 50,711 | 717,372 CHF | 717,880 CHF | 99.99% | 99.99% |
11/07/2024 | 0.07% | 13.97 CHF | 13.98 CHF | 93,000 | 93,000 | 49,841 | 49,841 | 712,805 CHF | 713,307 CHF | 99.99% | 99.99% |
10/07/2024 | 0.07% | 14.31 CHF | 14.32 CHF | 90,000 | 90,000 | 50,321 | 50,321 | 716,685 CHF | 717,190 CHF | 99.89% | 99.89% |
09/07/2024 | 0.07% | 14.09 CHF | 14.10 CHF | 92,000 | 92,000 | 50,921 | 50,921 | 717,524 CHF | 718,034 CHF | 99.43% | 99.43% |
08/07/2024 | 0.07% | 13.96 CHF | 13.97 CHF | 93,000 | 93,000 | 51,267 | 51,267 | 715,284 CHF | 715,798 CHF | 99.99% | 99.99% |
05/07/2024 | 0.07% | 13.86 CHF | 13.87 CHF | 93,000 | 93,000 | 51,879 | 51,879 | 711,458 CHF | 711,978 CHF | 99.34% | 99.34% |
04/07/2024 | 0.07% | 13.63 CHF | 13.64 CHF | 47,000 | 47,000 | 42,227 | 42,227 | 576,028 CHF | 576,450 CHF | 99.49% | 99.49% |
03/07/2024 | 0.08% | 13.61 CHF | 13.62 CHF | 95,000 | 95,000 | 52,485 | 52,485 | 712,845 CHF | 713,371 CHF | 99.26% | 99.26% |
02/07/2024 | 0.08% | 13.61 CHF | 13.62 CHF | 95,000 | 95,000 | 53,297 | 53,297 | 713,923 CHF | 714,457 CHF | 99.99% | 99.99% |