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% | 15.63 CHF | 15.64 CHF | 48,000 | 48,000 | 27,504 | 27,504 | 426,505 CHF | 426,887 CHF | 99.99% | 99.99% |
12/07/2024 | 0.10% | 15.52 CHF | 15.53 CHF | 50,000 | 50,000 | 27,558 | 27,558 | 428,243 CHF | 428,625 CHF | 99.98% | 99.98% |
11/07/2024 | 0.10% | 15.53 CHF | 15.54 CHF | 50,000 | 50,000 | 27,044 | 27,044 | 430,837 CHF | 431,215 CHF | 99.99% | 99.99% |
10/07/2024 | 0.10% | 15.87 CHF | 15.88 CHF | 48,000 | 48,000 | 26,877 | 26,877 | 427,814 CHF | 428,190 CHF | 99.99% | 99.99% |
09/07/2024 | 0.10% | 15.99 CHF | 16.00 CHF | 48,000 | 48,000 | 26,889 | 26,889 | 433,273 CHF | 433,649 CHF | 100.00% | 100.00% |
08/07/2024 | 0.10% | 16.08 CHF | 16.09 CHF | 48,000 | 48,000 | 26,881 | 26,881 | 433,805 CHF | 434,181 CHF | 100.00% | 100.00% |
05/07/2024 | 0.10% | 16.12 CHF | 16.13 CHF | 48,000 | 48,000 | 26,890 | 26,890 | 429,622 CHF | 429,998 CHF | 99.56% | 99.56% |
04/07/2024 | 0.10% | 15.87 CHF | 15.88 CHF | 24,000 | 24,000 | 21,874 | 21,874 | 348,760 CHF | 349,085 CHF | 100.00% | 100.00% |
03/07/2024 | 0.10% | 15.90 CHF | 15.91 CHF | 48,000 | 48,000 | 27,109 | 27,109 | 430,400 CHF | 430,775 CHF | 96.78% | 96.78% |
02/07/2024 | 0.10% | 15.80 CHF | 15.81 CHF | 48,000 | 48,000 | 26,886 | 26,886 | 423,823 CHF | 424,199 CHF | 99.98% | 99.98% |