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 | 0.10% | 16.07 CHF | 16.08 CHF | 48,000 | 48,000 | 27,506 | 27,506 | 438,712 CHF | 439,093 CHF | 100.00% | 100.00% |
12/07/2024 | 0.10% | 15.96 CHF | 15.97 CHF | 50,000 | 50,000 | 27,462 | 27,462 | 438,921 CHF | 439,302 CHF | 99.85% | 99.85% |
11/07/2024 | 0.09% | 15.97 CHF | 15.98 CHF | 50,000 | 50,000 | 27,083 | 27,083 | 443,437 CHF | 443,815 CHF | 99.77% | 99.77% |
10/07/2024 | 0.09% | 16.31 CHF | 16.32 CHF | 48,000 | 48,000 | 26,874 | 26,874 | 439,659 CHF | 440,034 CHF | 99.98% | 99.98% |
09/07/2024 | 0.09% | 16.43 CHF | 16.44 CHF | 48,000 | 48,000 | 26,888 | 26,888 | 445,152 CHF | 445,528 CHF | 100.00% | 100.00% |
08/07/2024 | 0.09% | 16.52 CHF | 16.53 CHF | 48,000 | 48,000 | 26,882 | 26,882 | 445,667 CHF | 446,043 CHF | 99.98% | 99.98% |
05/07/2024 | 0.09% | 16.57 CHF | 16.58 CHF | 48,000 | 48,000 | 26,878 | 26,878 | 441,297 CHF | 441,673 CHF | 99.99% | 99.99% |
04/07/2024 | 0.09% | 16.32 CHF | 16.33 CHF | 24,000 | 24,000 | 21,874 | 21,874 | 358,466 CHF | 358,791 CHF | 100.00% | 100.00% |
03/07/2024 | 0.09% | 16.34 CHF | 16.35 CHF | 48,000 | 48,000 | 27,109 | 27,109 | 442,444 CHF | 442,819 CHF | 96.78% | 96.78% |
02/07/2024 | 0.10% | 16.25 CHF | 16.26 CHF | 48,000 | 48,000 | 26,884 | 26,884 | 435,763 CHF | 436,139 CHF | 99.97% | 99.97% |