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% | 15.57 CHF | 15.58 CHF | 48,000 | 48,000 | 27,577 | 27,577 | 425,913 CHF | 426,295 CHF | 99.03% | 99.03% |
12/07/2024 | 0.10% | 15.46 CHF | 15.47 CHF | 50,000 | 50,000 | 27,558 | 27,558 | 426,544 CHF | 426,926 CHF | 99.98% | 99.98% |
11/07/2024 | 0.10% | 15.47 CHF | 15.48 CHF | 50,000 | 50,000 | 27,045 | 27,045 | 429,223 CHF | 429,600 CHF | 99.99% | 99.99% |
10/07/2024 | 0.10% | 15.81 CHF | 15.82 CHF | 48,000 | 48,000 | 26,877 | 26,877 | 426,170 CHF | 426,546 CHF | 99.99% | 99.99% |
09/07/2024 | 0.10% | 15.93 CHF | 15.94 CHF | 48,000 | 48,000 | 26,888 | 26,888 | 431,665 CHF | 432,041 CHF | 100.00% | 100.00% |
08/07/2024 | 0.10% | 16.02 CHF | 16.03 CHF | 48,000 | 48,000 | 26,878 | 26,878 | 432,172 CHF | 432,547 CHF | 99.99% | 99.99% |
05/07/2024 | 0.10% | 16.06 CHF | 16.07 CHF | 48,000 | 48,000 | 26,932 | 26,932 | 428,697 CHF | 429,074 CHF | 98.69% | 98.69% |
04/07/2024 | 0.10% | 15.81 CHF | 15.82 CHF | 24,000 | 24,000 | 21,874 | 21,874 | 347,435 CHF | 347,760 CHF | 100.00% | 100.00% |
03/07/2024 | 0.10% | 15.84 CHF | 15.85 CHF | 48,000 | 48,000 | 27,107 | 27,107 | 428,697 CHF | 429,072 CHF | 96.77% | 96.77% |
02/07/2024 | 0.10% | 15.74 CHF | 15.75 CHF | 48,000 | 48,000 | 26,890 | 26,890 | 422,206 CHF | 422,582 CHF | 99.99% | 99.99% |