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 | 0.34% | 15.00 CHF | 15.05 CHF | 17,613 | 17,613 | 17,577 | 17,577 | 259,925 CHF | 260,805 CHF | 99.99% | 99.99% |
12/07/2024 | 0.34% | 14.95 CHF | 15.00 CHF | 17,631 | 17,631 | 17,541 | 17,541 | 260,112 CHF | 260,990 CHF | 99.98% | 99.98% |
11/07/2024 | 0.33% | 15.60 CHF | 15.65 CHF | 17,202 | 17,202 | 17,273 | 17,273 | 262,671 CHF | 263,535 CHF | 99.65% | 99.65% |
10/07/2024 | 0.33% | 15.05 CHF | 15.10 CHF | 17,520 | 17,520 | 17,306 | 17,306 | 260,869 CHF | 261,736 CHF | 100.00% | 100.00% |
09/07/2024 | 0.33% | 14.80 CHF | 14.85 CHF | 17,625 | 17,625 | 17,292 | 17,292 | 260,977 CHF | 261,842 CHF | 99.89% | 99.89% |
08/07/2024 | 0.33% | 15.10 CHF | 15.15 CHF | 17,449 | 17,449 | 17,303 | 17,303 | 261,059 CHF | 261,925 CHF | 100.00% | 100.00% |
05/07/2024 | 0.34% | 15.25 CHF | 15.30 CHF | 17,389 | 17,389 | 17,487 | 17,487 | 259,282 CHF | 260,157 CHF | 99.71% | 99.71% |
04/07/2024 | 0.35% | 14.60 CHF | 14.65 CHF | 17,791 | 17,791 | 17,615 | 17,615 | 256,954 CHF | 257,836 CHF | 100.00% | 100.00% |
03/07/2024 | 0.35% | 14.75 CHF | 14.80 CHF | 17,707 | 17,707 | 17,644 | 17,644 | 256,008 CHF | 256,891 CHF | 99.86% | 99.86% |
02/07/2024 | 0.37% | 14.05 CHF | 14.10 CHF | 18,086 | 18,086 | 18,068 | 18,068 | 248,959 CHF | 249,864 CHF | 99.95% | 99.95% |