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 | 0.30% | 16.65 CHF | 16.70 CHF | 50,000 | 50,000 | 49,639 | 49,639 | 821,427 CHF | 823,911 CHF | 99.72% | 99.72% |
12/07/2024 | 0.31% | 16.45 CHF | 16.50 CHF | 50,000 | 50,000 | 49,640 | 49,640 | 807,572 CHF | 810,056 CHF | 99.77% | 99.77% |
11/07/2024 | 0.31% | 16.25 CHF | 16.30 CHF | 50,000 | 50,000 | 49,557 | 49,557 | 801,416 CHF | 803,896 CHF | 99.95% | 99.95% |
10/07/2024 | 0.32% | 15.90 CHF | 15.95 CHF | 50,000 | 50,000 | 49,623 | 49,623 | 785,462 CHF | 787,945 CHF | 99.81% | 99.81% |
09/07/2024 | 0.32% | 15.80 CHF | 15.85 CHF | 50,000 | 50,000 | 49,567 | 49,566 | 786,459 CHF | 788,920 CHF | 99.93% | 99.93% |
08/07/2024 | 0.32% | 16.00 CHF | 16.05 CHF | 50,000 | 50,000 | 49,670 | 49,670 | 790,490 CHF | 792,975 CHF | 99.70% | 99.70% |
05/07/2024 | 0.32% | 15.85 CHF | 15.90 CHF | 50,000 | 50,000 | 49,608 | 49,607 | 786,976 CHF | 789,435 CHF | 99.50% | 99.50% |
04/07/2024 | 0.32% | 15.90 CHF | 15.95 CHF | 50,000 | 50,000 | 49,648 | 49,648 | 791,828 CHF | 794,312 CHF | 99.75% | 99.75% |
03/07/2024 | 0.31% | 15.90 CHF | 15.95 CHF | 50,000 | 50,000 | 49,606 | 49,606 | 794,158 CHF | 796,641 CHF | 99.85% | 99.85% |
02/07/2024 | 0.32% | 15.80 CHF | 15.85 CHF | 50,000 | 50,000 | 49,906 | 49,906 | 786,470 CHF | 788,966 CHF | 99.17% | 99.17% |