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 | 0.12% | 17.15 CHF | 17.17 CHF | 101,000 | 101,000 | 101,000 | 101,000 | 1,674,700 CHF | 1,676,720 CHF | 99.98% | 99.98% |
12/07/2024 | 0.13% | 16.50 CHF | 16.52 CHF | 104,800 | 104,800 | 104,800 | 104,800 | 1,640,230 CHF | 1,642,320 CHF | 99.95% | 99.95% |
11/07/2024 | 0.12% | 15.93 CHF | 15.95 CHF | 98,200 | 98,200 | 98,200 | 98,200 | 1,619,160 CHF | 1,621,120 CHF | 99.81% | 99.81% |
10/07/2024 | 0.13% | 15.71 CHF | 15.73 CHF | 105,100 | 105,100 | 105,100 | 105,100 | 1,642,750 CHF | 1,644,850 CHF | 100.00% | 100.00% |
09/07/2024 | 0.13% | 15.50 CHF | 15.52 CHF | 105,500 | 105,500 | 105,500 | 105,500 | 1,640,020 CHF | 1,642,130 CHF | 100.00% | 100.00% |
08/07/2024 | 0.13% | 15.30 CHF | 15.32 CHF | 106,000 | 106,000 | 106,000 | 106,000 | 1,609,440 CHF | 1,611,560 CHF | 98.72% | 98.72% |
05/07/2024 | 0.14% | 14.90 CHF | 14.92 CHF | 109,700 | 109,700 | 109,700 | 109,700 | 1,604,090 CHF | 1,606,280 CHF | 99.90% | 99.90% |
04/07/2024 | 0.14% | 14.58 CHF | 14.60 CHF | 54,900 | 54,900 | 97,723 | 97,723 | 1,434,730 CHF | 1,436,680 CHF | 100.00% | 100.00% |
03/07/2024 | 0.07% | 14.40 CHF | 14.41 CHF | 113,500 | 113,500 | 113,500 | 113,500 | 1,611,100 CHF | 1,612,240 CHF | 100.00% | 100.00% |
02/07/2024 | 0.08% | 13.58 CHF | 13.59 CHF | 118,300 | 118,300 | 118,300 | 118,300 | 1,556,760 CHF | 1,557,950 CHF | 99.70% | 99.70% |