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% | 14.22 CHF | 14.23 CHF | 89,000 | 89,000 | 49,596 | 49,596 | 700,778 CHF | 701,275 CHF | 98.87% | 98.87% |
12/07/2024 | 0.07% | 13.94 CHF | 13.95 CHF | 90,000 | 90,000 | 50,711 | 50,711 | 697,321 CHF | 697,830 CHF | 99.99% | 99.99% |
11/07/2024 | 0.07% | 13.57 CHF | 13.58 CHF | 93,000 | 93,000 | 49,829 | 49,829 | 692,928 CHF | 693,430 CHF | 99.98% | 99.98% |
10/07/2024 | 0.07% | 13.91 CHF | 13.92 CHF | 90,000 | 90,000 | 50,320 | 50,320 | 696,763 CHF | 697,268 CHF | 99.89% | 99.89% |
09/07/2024 | 0.07% | 13.69 CHF | 13.70 CHF | 92,000 | 92,000 | 50,921 | 50,921 | 697,330 CHF | 697,840 CHF | 99.43% | 99.43% |
08/07/2024 | 0.08% | 13.56 CHF | 13.57 CHF | 93,000 | 93,000 | 51,270 | 51,270 | 695,052 CHF | 695,566 CHF | 100.00% | 100.00% |
05/07/2024 | 0.08% | 13.46 CHF | 13.47 CHF | 93,000 | 93,000 | 51,884 | 51,884 | 690,984 CHF | 691,504 CHF | 99.35% | 99.35% |
04/07/2024 | 0.08% | 13.23 CHF | 13.24 CHF | 47,000 | 47,000 | 42,227 | 42,227 | 559,252 CHF | 559,674 CHF | 99.50% | 99.50% |
03/07/2024 | 0.08% | 13.21 CHF | 13.22 CHF | 95,000 | 95,000 | 52,479 | 52,479 | 691,896 CHF | 692,422 CHF | 99.28% | 99.28% |
02/07/2024 | 0.08% | 13.21 CHF | 13.22 CHF | 95,000 | 95,000 | 53,297 | 53,297 | 692,668 CHF | 693,202 CHF | 99.99% | 99.99% |