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 | 0.26% | 15.16 CHF | 15.20 CHF | 8,000 | 8,000 | 7,965 | 7,965 | 122,940 CHF | 123,259 CHF | 100.00% | 100.00% |
12/07/2024 | 0.24% | 16.76 CHF | 16.80 CHF | 8,200 | 8,200 | 8,165 | 8,165 | 133,186 CHF | 133,512 CHF | 100.00% | 100.00% |
11/07/2024 | 0.19% | 16.05 CHF | 16.08 CHF | 8,600 | 8,600 | 8,657 | 8,657 | 134,330 CHF | 134,589 CHF | 99.96% | 99.96% |
10/07/2024 | 0.21% | 15.13 CHF | 15.16 CHF | 9,200 | 9,200 | 9,399 | 9,399 | 133,451 CHF | 133,733 CHF | 100.00% | 100.00% |
09/07/2024 | 0.22% | 13.65 CHF | 13.68 CHF | 9,800 | 9,800 | 9,696 | 9,696 | 133,862 CHF | 134,153 CHF | 100.00% | 100.00% |
08/07/2024 | 0.22% | 13.50 CHF | 13.53 CHF | 9,500 | 9,500 | 9,458 | 9,458 | 130,201 CHF | 130,485 CHF | 99.98% | 99.98% |
05/07/2024 | 0.21% | 13.75 CHF | 13.78 CHF | 9,400 | 9,400 | 9,197 | 9,197 | 131,560 CHF | 131,836 CHF | 99.80% | 99.80% |
04/07/2024 | 0.21% | 14.24 CHF | 14.27 CHF | 9,100 | 9,100 | 9,099 | 9,099 | 128,593 CHF | 128,866 CHF | 99.50% | 99.50% |
03/07/2024 | 0.21% | 14.50 CHF | 14.53 CHF | 9,300 | 9,300 | 9,261 | 9,261 | 134,809 CHF | 135,086 CHF | 99.36% | 99.36% |
02/07/2024 | 0.22% | 13.90 CHF | 13.93 CHF | 9,100 | 9,100 | 9,058 | 9,058 | 124,170 CHF | 124,442 CHF | 99.94% | 99.94% |