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 | 0.07% | 14.54 CHF | 14.55 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 5,485,320 CHF | 5,489,070 CHF | 99.10% | 99.10% |
12/07/2024 | 0.07% | 14.85 CHF | 14.86 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 5,442,160 CHF | 5,445,910 CHF | 95.39% | 95.39% |
11/07/2024 | 0.08% | 14.38 CHF | 14.39 CHF | 375,000 | 375,000 | 367,970 | 367,970 | 5,234,100 CHF | 5,237,820 CHF | 99.63% | 99.63% |
10/07/2024 | 0.07% | 14.11 CHF | 14.12 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 5,232,850 CHF | 5,236,600 CHF | 99.99% | 99.99% |
09/07/2024 | 0.07% | 13.72 CHF | 13.73 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 5,248,940 CHF | 5,252,690 CHF | 99.98% | 99.98% |
08/07/2024 | 0.07% | 14.23 CHF | 14.24 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 5,377,060 CHF | 5,380,810 CHF | 99.99% | 99.99% |
05/07/2024 | 0.07% | 14.22 CHF | 14.23 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 5,412,140 CHF | 5,415,890 CHF | 99.79% | 99.79% |
04/07/2024 | 0.07% | 14.22 CHF | 14.23 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 5,314,030 CHF | 5,317,780 CHF | 99.93% | 99.93% |
03/07/2024 | 0.07% | 14.08 CHF | 14.09 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 5,229,250 CHF | 5,233,000 CHF | 100.00% | 100.00% |
02/07/2024 | 0.07% | 13.61 CHF | 13.62 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 5,069,360 CHF | 5,073,110 CHF | 99.98% | 99.98% |