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 | 0.07% | 15.90 CHF | 15.91 CHF | 46,900 | 46,900 | 48,494 | 48,494 | 725,390 CHF | 725,875 CHF | 99.99% | 99.99% |
12/07/2024 | 0.07% | 14.88 CHF | 14.89 CHF | 48,700 | 48,700 | 48,348 | 48,348 | 700,837 CHF | 701,320 CHF | 99.92% | 99.92% |
11/07/2024 | 0.07% | 15.23 CHF | 15.24 CHF | 48,300 | 48,300 | 51,389 | 51,389 | 717,094 CHF | 717,608 CHF | 99.83% | 99.83% |
10/07/2024 | 0.08% | 13.38 CHF | 13.39 CHF | 51,800 | 51,800 | 53,914 | 53,914 | 718,648 CHF | 719,187 CHF | 100.00% | 100.00% |
09/07/2024 | 0.08% | 12.31 CHF | 12.32 CHF | 54,200 | 54,200 | 52,809 | 52,809 | 670,553 CHF | 671,082 CHF | 99.98% | 99.98% |
08/07/2024 | 0.08% | 13.22 CHF | 13.23 CHF | 52,700 | 52,700 | 52,246 | 52,246 | 693,620 CHF | 694,143 CHF | 100.00% | 100.00% |
05/07/2024 | 0.08% | 13.75 CHF | 13.76 CHF | 52,200 | 52,200 | 54,962 | 54,962 | 722,480 CHF | 723,029 CHF | 99.72% | 99.72% |
04/07/2024 | 0.08% | 12.76 CHF | 12.77 CHF | 55,300 | 55,300 | 54,771 | 54,771 | 695,950 CHF | 696,497 CHF | 100.00% | 100.00% |
03/07/2024 | 0.08% | 12.93 CHF | 12.94 CHF | 54,700 | 54,700 | 58,948 | 58,948 | 730,731 CHF | 731,321 CHF | 99.92% | 99.92% |
02/07/2024 | 0.09% | 11.64 CHF | 11.65 CHF | 59,500 | 59,500 | 59,855 | 59,855 | 690,374 CHF | 690,972 CHF | 99.98% | 99.98% |