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 | 0.32% | 15.60 CHF | 15.65 CHF | 50,000 | 50,000 | 49,639 | 49,639 | 770,787 CHF | 773,271 CHF | 99.73% | 99.73% |
12/07/2024 | 0.33% | 15.40 CHF | 15.45 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 755,420 CHF | 757,899 CHF | 100.00% | 100.00% |
11/07/2024 | 0.33% | 15.20 CHF | 15.25 CHF | 50,000 | 50,000 | 49,538 | 49,538 | 750,481 CHF | 752,960 CHF | 99.97% | 99.97% |
10/07/2024 | 0.34% | 14.85 CHF | 14.90 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 733,055 CHF | 735,534 CHF | 100.00% | 100.00% |
09/07/2024 | 0.34% | 14.75 CHF | 14.80 CHF | 50,000 | 50,000 | 49,532 | 49,532 | 735,378 CHF | 737,857 CHF | 100.00% | 100.00% |
08/07/2024 | 0.34% | 15.00 CHF | 15.05 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 737,591 CHF | 740,070 CHF | 100.00% | 100.00% |
05/07/2024 | 0.34% | 14.85 CHF | 14.90 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 735,175 CHF | 737,654 CHF | 99.88% | 99.88% |
04/07/2024 | 0.34% | 14.90 CHF | 14.95 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 739,589 CHF | 742,068 CHF | 100.00% | 100.00% |
03/07/2024 | 0.34% | 14.85 CHF | 14.90 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 741,534 CHF | 744,013 CHF | 100.00% | 100.00% |
02/07/2024 | 0.34% | 14.80 CHF | 14.85 CHF | 50,000 | 50,000 | 49,533 | 49,531 | 729,292 CHF | 731,738 CHF | 99.95% | 99.95% |