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 | 0.33% | 15.60 CHF | 15.65 CHF | 17,610 | 17,610 | 17,580 | 17,580 | 270,448 CHF | 271,328 CHF | 99.98% | 99.98% |
12/07/2024 | 0.33% | 15.55 CHF | 15.60 CHF | 17,641 | 17,641 | 17,541 | 17,541 | 270,530 CHF | 271,408 CHF | 99.98% | 99.98% |
11/07/2024 | 0.32% | 16.15 CHF | 16.20 CHF | 17,205 | 17,205 | 17,271 | 17,271 | 272,926 CHF | 273,790 CHF | 99.25% | 99.25% |
10/07/2024 | 0.32% | 15.65 CHF | 15.70 CHF | 17,520 | 17,520 | 17,306 | 17,306 | 271,185 CHF | 272,051 CHF | 100.00% | 100.00% |
09/07/2024 | 0.32% | 15.40 CHF | 15.45 CHF | 17,625 | 17,625 | 17,293 | 17,293 | 271,313 CHF | 272,179 CHF | 99.86% | 99.86% |
08/07/2024 | 0.32% | 15.70 CHF | 15.75 CHF | 17,446 | 17,446 | 17,303 | 17,303 | 271,336 CHF | 272,202 CHF | 100.00% | 100.00% |
05/07/2024 | 0.33% | 15.85 CHF | 15.90 CHF | 17,387 | 17,387 | 17,488 | 17,488 | 269,734 CHF | 270,610 CHF | 99.69% | 99.69% |
04/07/2024 | 0.33% | 15.20 CHF | 15.25 CHF | 17,791 | 17,791 | 17,617 | 17,617 | 267,520 CHF | 268,402 CHF | 100.00% | 100.00% |
03/07/2024 | 0.33% | 15.35 CHF | 15.40 CHF | 17,706 | 17,706 | 17,644 | 17,644 | 266,571 CHF | 267,454 CHF | 100.00% | 100.00% |
02/07/2024 | 0.35% | 14.65 CHF | 14.70 CHF | 18,086 | 18,086 | 18,069 | 18,069 | 259,804 CHF | 260,708 CHF | 99.98% | 99.98% |