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 | 0.28% | 15.57 CHF | 15.59 CHF | 26,200 | 26,200 | 11,738 | 11,738 | 182,629 CHF | 183,030 CHF | 99.95% | 99.95% |
12/07/2024 | 0.28% | 15.70 CHF | 15.72 CHF | 25,900 | 25,900 | 11,616 | 11,616 | 181,334 CHF | 181,730 CHF | 100.00% | 100.00% |
11/07/2024 | 0.30% | 15.89 CHF | 15.91 CHF | 24,000 | 24,000 | 10,528 | 10,528 | 178,416 CHF | 178,829 CHF | 99.88% | 99.88% |
10/07/2024 | 0.30% | 16.79 CHF | 16.81 CHF | 23,600 | 23,600 | 10,548 | 10,548 | 182,040 CHF | 182,454 CHF | 99.27% | 99.27% |
09/07/2024 | 0.30% | 17.43 CHF | 17.45 CHF | 23,600 | 23,600 | 10,576 | 10,576 | 183,496 CHF | 183,910 CHF | 100.00% | 100.00% |
08/07/2024 | 0.30% | 17.31 CHF | 17.33 CHF | 23,300 | 23,300 | 10,482 | 10,482 | 182,212 CHF | 182,624 CHF | 100.00% | 100.00% |
05/07/2024 | 0.31% | 17.37 CHF | 17.39 CHF | 24,200 | 24,200 | 10,816 | 10,816 | 185,221 CHF | 185,647 CHF | 99.82% | 99.82% |
04/07/2024 | 0.33% | 17.00 CHF | 17.04 CHF | 9,700 | 9,700 | 7,789 | 7,789 | 131,810 CHF | 132,218 CHF | 98.30% | 98.30% |
03/07/2024 | 0.29% | 16.74 CHF | 16.76 CHF | 23,300 | 23,300 | 10,339 | 10,339 | 179,269 CHF | 179,676 CHF | 99.08% | 99.08% |
02/07/2024 | 0.31% | 16.87 CHF | 16.89 CHF | 24,200 | 24,200 | 10,821 | 10,821 | 179,682 CHF | 180,107 CHF | 99.97% | 99.97% |