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 | 0.36% | 14.40 CHF | 14.45 CHF | 17,616 | 17,616 | 17,576 | 17,576 | 249,422 CHF | 250,302 CHF | 99.98% | 99.98% |
12/07/2024 | 0.35% | 14.35 CHF | 14.40 CHF | 17,638 | 17,638 | 17,541 | 17,541 | 249,646 CHF | 250,524 CHF | 99.98% | 99.98% |
11/07/2024 | 0.35% | 15.00 CHF | 15.05 CHF | 17,202 | 17,202 | 17,272 | 17,272 | 252,325 CHF | 253,189 CHF | 99.89% | 99.89% |
10/07/2024 | 0.35% | 14.45 CHF | 14.50 CHF | 17,522 | 17,522 | 17,306 | 17,306 | 250,499 CHF | 251,365 CHF | 100.00% | 100.00% |
09/07/2024 | 0.35% | 14.20 CHF | 14.25 CHF | 17,625 | 17,625 | 17,292 | 17,292 | 250,625 CHF | 251,491 CHF | 100.00% | 100.00% |
08/07/2024 | 0.35% | 14.50 CHF | 14.55 CHF | 17,451 | 17,451 | 17,301 | 17,301 | 250,715 CHF | 251,581 CHF | 100.00% | 100.00% |
05/07/2024 | 0.35% | 14.65 CHF | 14.70 CHF | 17,389 | 17,389 | 17,489 | 17,489 | 248,808 CHF | 249,683 CHF | 99.70% | 99.70% |
04/07/2024 | 0.36% | 14.00 CHF | 14.05 CHF | 17,791 | 17,791 | 17,616 | 17,616 | 246,408 CHF | 247,290 CHF | 100.00% | 100.00% |
03/07/2024 | 0.36% | 14.15 CHF | 14.20 CHF | 17,707 | 17,707 | 17,644 | 17,644 | 245,413 CHF | 246,296 CHF | 99.86% | 99.86% |
02/07/2024 | 0.38% | 13.45 CHF | 13.50 CHF | 18,086 | 18,086 | 18,068 | 18,068 | 238,097 CHF | 239,001 CHF | 99.98% | 99.98% |