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 | 0.06% | 15.50 CHF | 15.51 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 5,841,570 CHF | 5,845,320 CHF | 99.10% | 99.10% |
12/07/2024 | 0.06% | 15.80 CHF | 15.81 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 5,797,950 CHF | 5,801,700 CHF | 95.39% | 95.39% |
11/07/2024 | 0.07% | 15.32 CHF | 15.33 CHF | 375,000 | 375,000 | 367,975 | 367,975 | 5,582,720 CHF | 5,586,440 CHF | 99.66% | 99.66% |
10/07/2024 | 0.07% | 15.06 CHF | 15.07 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 5,587,370 CHF | 5,591,120 CHF | 100.00% | 100.00% |
09/07/2024 | 0.07% | 14.67 CHF | 14.68 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 5,603,260 CHF | 5,607,010 CHF | 99.99% | 99.99% |
08/07/2024 | 0.07% | 15.18 CHF | 15.19 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 5,731,090 CHF | 5,734,840 CHF | 100.00% | 100.00% |
05/07/2024 | 0.07% | 15.17 CHF | 15.18 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 5,766,530 CHF | 5,770,280 CHF | 99.78% | 99.78% |
04/07/2024 | 0.07% | 15.16 CHF | 15.17 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 5,668,330 CHF | 5,672,080 CHF | 99.94% | 99.94% |
03/07/2024 | 0.07% | 15.02 CHF | 15.03 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 5,583,420 CHF | 5,587,180 CHF | 100.00% | 100.00% |
02/07/2024 | 0.07% | 14.55 CHF | 14.56 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 5,422,450 CHF | 5,426,200 CHF | 99.98% | 99.98% |