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 | 0.06% | 16.67 CHF | 16.68 CHF | 132,200 | 132,200 | 132,200 | 132,200 | 2,158,320 CHF | 2,159,640 CHF | 99.99% | 99.99% |
12/07/2024 | 0.07% | 15.93 CHF | 15.94 CHF | 137,700 | 137,700 | 137,700 | 137,700 | 2,103,150 CHF | 2,104,530 CHF | 99.93% | 99.93% |
11/07/2024 | 0.07% | 15.24 CHF | 15.25 CHF | 138,400 | 138,400 | 138,400 | 138,400 | 2,065,150 CHF | 2,066,530 CHF | 99.80% | 99.80% |
10/07/2024 | 0.07% | 13.93 CHF | 13.94 CHF | 148,800 | 148,800 | 148,800 | 148,800 | 2,054,580 CHF | 2,056,070 CHF | 99.99% | 99.99% |
09/07/2024 | 0.07% | 13.72 CHF | 13.73 CHF | 147,300 | 147,300 | 147,300 | 147,300 | 2,052,240 CHF | 2,053,710 CHF | 99.99% | 99.99% |
08/07/2024 | 0.07% | 14.39 CHF | 14.40 CHF | 146,000 | 146,000 | 146,000 | 146,000 | 2,067,850 CHF | 2,069,310 CHF | 98.15% | 98.15% |
05/07/2024 | 0.07% | 13.93 CHF | 13.94 CHF | 147,800 | 147,800 | 147,800 | 147,800 | 2,048,810 CHF | 2,050,290 CHF | 99.80% | 99.80% |
04/07/2024 | 0.07% | 13.99 CHF | 14.00 CHF | 73,900 | 73,900 | 131,647 | 131,647 | 1,858,920 CHF | 1,860,230 CHF | 100.00% | 100.00% |
03/07/2024 | 0.07% | 13.86 CHF | 13.87 CHF | 147,000 | 147,000 | 147,000 | 147,000 | 2,075,140 CHF | 2,076,610 CHF | 100.00% | 100.00% |
02/07/2024 | 0.07% | 13.57 CHF | 13.58 CHF | 151,100 | 151,100 | 151,100 | 151,100 | 2,014,350 CHF | 2,015,860 CHF | 99.69% | 99.69% |