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 | 0.70% | 17.54 CHF | 17.66 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 220,612 CHF | 222,160 CHF | 99.66% | 99.66% |
12/07/2024 | 0.70% | 17.71 CHF | 17.83 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 220,236 CHF | 221,783 CHF | 100.00% | 100.00% |
11/07/2024 | 0.70% | 17.70 CHF | 17.82 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 220,269 CHF | 221,817 CHF | 100.00% | 100.00% |
10/07/2024 | 0.70% | 17.62 CHF | 17.74 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 219,365 CHF | 220,904 CHF | 100.00% | 100.00% |
09/07/2024 | 0.70% | 17.56 CHF | 17.68 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 220,739 CHF | 222,291 CHF | 100.00% | 100.00% |
08/07/2024 | 0.70% | 17.59 CHF | 17.71 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 220,381 CHF | 221,932 CHF | 100.00% | 100.00% |
05/07/2024 | 0.70% | 17.58 CHF | 17.70 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 220,341 CHF | 221,890 CHF | 100.00% | 100.00% |
04/07/2024 | 0.70% | 17.52 CHF | 17.65 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 218,658 CHF | 220,195 CHF | 100.00% | 100.00% |
03/07/2024 | 0.70% | 17.39 CHF | 17.52 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 217,024 CHF | 218,549 CHF | 100.00% | 100.00% |
02/07/2024 | 0.70% | 17.17 CHF | 17.29 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 213,642 CHF | 215,143 CHF | 100.00% | 100.00% |