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 | 0.11% | 14.37 CHF | 14.38 CHF | 61,000 | 61,000 | 27,195 | 27,195 | 390,179 CHF | 390,537 CHF | 99.97% | 99.97% |
12/07/2024 | 0.11% | 14.64 CHF | 14.65 CHF | 60,000 | 60,000 | 27,077 | 27,077 | 387,467 CHF | 387,823 CHF | 100.00% | 100.00% |
11/07/2024 | 0.11% | 14.28 CHF | 14.29 CHF | 61,000 | 61,000 | 26,885 | 26,885 | 387,178 CHF | 387,533 CHF | 99.95% | 99.95% |
10/07/2024 | 0.11% | 14.38 CHF | 14.39 CHF | 61,000 | 61,000 | 27,187 | 27,187 | 385,859 CHF | 386,217 CHF | 99.95% | 99.95% |
09/07/2024 | 0.11% | 13.87 CHF | 13.88 CHF | 63,000 | 63,000 | 27,668 | 27,668 | 386,569 CHF | 386,932 CHF | 99.72% | 99.72% |
08/07/2024 | 0.11% | 13.62 CHF | 13.63 CHF | 64,000 | 64,000 | 28,130 | 28,130 | 382,825 CHF | 383,194 CHF | 100.00% | 100.00% |
05/07/2024 | 0.12% | 13.35 CHF | 13.36 CHF | 65,000 | 65,000 | 29,184 | 29,184 | 378,861 CHF | 379,245 CHF | 99.35% | 99.35% |
04/07/2024 | 0.12% | 12.68 CHF | 12.69 CHF | 24,000 | 24,000 | 20,318 | 20,318 | 259,229 CHF | 259,522 CHF | 97.59% | 97.59% |
03/07/2024 | 0.12% | 12.74 CHF | 12.75 CHF | 68,000 | 68,000 | 29,583 | 29,583 | 377,133 CHF | 377,521 CHF | 98.81% | 98.81% |
02/07/2024 | 0.13% | 12.30 CHF | 12.31 CHF | 70,000 | 70,000 | 30,599 | 30,599 | 373,162 CHF | 373,564 CHF | 99.95% | 99.95% |