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 | 0.34% | 13.85 CHF | 13.90 CHF | 13,300 | 13,300 | 13,185 | 13,185 | 190,931 CHF | 191,591 CHF | 99.99% | 99.99% |
12/07/2024 | 0.35% | 14.75 CHF | 14.80 CHF | 13,600 | 13,600 | 13,681 | 13,681 | 197,838 CHF | 198,522 CHF | 100.00% | 100.00% |
11/07/2024 | 0.36% | 14.17 CHF | 14.22 CHF | 13,900 | 13,900 | 13,905 | 13,905 | 194,852 CHF | 195,547 CHF | 99.78% | 99.78% |
10/07/2024 | 0.29% | 13.91 CHF | 13.95 CHF | 14,200 | 14,200 | 14,398 | 14,398 | 197,428 CHF | 198,004 CHF | 99.99% | 99.99% |
09/07/2024 | 0.30% | 13.65 CHF | 13.69 CHF | 14,200 | 14,200 | 14,125 | 14,125 | 196,389 CHF | 196,981 CHF | 99.74% | 99.74% |
08/07/2024 | 0.29% | 13.66 CHF | 13.70 CHF | 14,400 | 14,400 | 14,348 | 14,348 | 197,269 CHF | 197,843 CHF | 99.99% | 99.99% |
05/07/2024 | 0.32% | 13.51 CHF | 13.55 CHF | 14,200 | 14,200 | 14,178 | 14,178 | 194,866 CHF | 195,498 CHF | 99.80% | 99.80% |
04/07/2024 | 0.29% | 13.82 CHF | 13.86 CHF | 14,400 | 14,400 | 14,341 | 14,341 | 197,871 CHF | 198,444 CHF | 100.00% | 100.00% |
03/07/2024 | 0.29% | 13.72 CHF | 13.76 CHF | 14,400 | 14,400 | 14,400 | 14,400 | 195,078 CHF | 195,654 CHF | 99.99% | 99.99% |
02/07/2024 | 0.30% | 13.55 CHF | 13.59 CHF | 14,700 | 14,700 | 14,821 | 14,821 | 195,195 CHF | 195,788 CHF | 99.95% | 99.95% |