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% | 14.89 CHF | 14.90 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 6,654,990 CHF | 6,659,490 CHF | 99.99% | 99.99% |
12/07/2024 | 0.07% | 14.68 CHF | 14.69 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 6,522,710 CHF | 6,527,210 CHF | 99.94% | 99.94% |
11/07/2024 | 0.07% | 14.47 CHF | 14.48 CHF | 450,000 | 450,000 | 449,591 | 449,591 | 6,476,180 CHF | 6,480,680 CHF | 99.83% | 99.83% |
10/07/2024 | 0.07% | 14.12 CHF | 14.13 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 6,329,000 CHF | 6,333,500 CHF | 100.00% | 100.00% |
09/07/2024 | 0.07% | 14.04 CHF | 14.05 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 6,346,060 CHF | 6,350,560 CHF | 99.99% | 99.99% |
08/07/2024 | 0.07% | 14.24 CHF | 14.25 CHF | 450,000 | 450,000 | 449,964 | 449,964 | 6,368,070 CHF | 6,372,570 CHF | 98.23% | 98.23% |
05/07/2024 | 0.07% | 14.10 CHF | 14.11 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 6,337,710 CHF | 6,342,210 CHF | 100.00% | 100.00% |
04/07/2024 | 0.07% | 14.14 CHF | 14.15 CHF | 225,000 | 225,000 | 400,858 | 400,858 | 5,687,630 CHF | 5,691,640 CHF | 100.00% | 100.00% |
03/07/2024 | 0.07% | 14.11 CHF | 14.12 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 6,394,760 CHF | 6,399,260 CHF | 100.00% | 100.00% |
02/07/2024 | 0.07% | 14.04 CHF | 14.05 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 6,286,940 CHF | 6,291,440 CHF | 99.99% | 99.99% |