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 | 0.35% | 14.45 CHF | 14.50 CHF | 50,000 | 50,000 | 49,532 | 49,529 | 710,288 CHF | 712,719 CHF | 100.00% | 100.00% |
12/07/2024 | 0.36% | 14.25 CHF | 14.30 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 696,489 CHF | 698,968 CHF | 100.00% | 100.00% |
11/07/2024 | 0.36% | 14.00 CHF | 14.05 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 691,535 CHF | 694,014 CHF | 99.89% | 99.89% |
10/07/2024 | 0.37% | 13.65 CHF | 13.70 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 674,216 CHF | 676,695 CHF | 100.00% | 100.00% |
09/07/2024 | 0.37% | 13.60 CHF | 13.65 CHF | 50,000 | 50,000 | 49,532 | 49,532 | 676,365 CHF | 678,844 CHF | 99.97% | 99.97% |
08/07/2024 | 0.37% | 13.80 CHF | 13.85 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 678,672 CHF | 681,152 CHF | 100.00% | 100.00% |
05/07/2024 | 0.37% | 13.65 CHF | 13.70 CHF | 50,000 | 50,000 | 49,530 | 49,529 | 675,963 CHF | 678,427 CHF | 99.97% | 99.97% |
04/07/2024 | 0.37% | 13.70 CHF | 13.75 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 680,447 CHF | 682,926 CHF | 100.00% | 100.00% |
03/07/2024 | 0.37% | 13.70 CHF | 13.75 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 682,234 CHF | 684,713 CHF | 100.00% | 100.00% |
02/07/2024 | 0.37% | 13.60 CHF | 13.65 CHF | 50,000 | 50,000 | 49,533 | 49,530 | 670,049 CHF | 672,500 CHF | 99.94% | 99.94% |