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% | 14.30 CHF | 14.35 CHF | 60,000 | 60,000 | 59,567 | 59,567 | 845,102 CHF | 848,083 CHF | 99.76% | 99.76% |
12/07/2024 | 0.36% | 14.05 CHF | 14.10 CHF | 60,000 | 60,000 | 59,567 | 59,567 | 828,528 CHF | 831,508 CHF | 99.77% | 99.77% |
11/07/2024 | 0.36% | 13.85 CHF | 13.90 CHF | 60,000 | 60,000 | 59,474 | 59,474 | 821,206 CHF | 824,182 CHF | 99.84% | 99.84% |
10/07/2024 | 0.37% | 13.50 CHF | 13.55 CHF | 60,000 | 60,000 | 59,540 | 59,540 | 801,123 CHF | 804,103 CHF | 99.82% | 99.82% |
09/07/2024 | 0.37% | 13.40 CHF | 13.45 CHF | 60,000 | 60,000 | 59,474 | 59,472 | 803,041 CHF | 805,996 CHF | 99.94% | 99.94% |
08/07/2024 | 0.37% | 13.65 CHF | 13.70 CHF | 60,000 | 60,000 | 59,597 | 59,597 | 807,466 CHF | 810,448 CHF | 99.70% | 99.70% |
05/07/2024 | 0.37% | 13.50 CHF | 13.55 CHF | 60,000 | 60,000 | 59,525 | 59,523 | 803,328 CHF | 806,285 CHF | 99.85% | 99.85% |
04/07/2024 | 0.37% | 13.55 CHF | 13.60 CHF | 60,000 | 60,000 | 59,571 | 59,571 | 809,232 CHF | 812,213 CHF | 99.76% | 99.76% |
03/07/2024 | 0.37% | 13.50 CHF | 13.55 CHF | 60,000 | 60,000 | 59,521 | 59,521 | 810,775 CHF | 813,754 CHF | 99.86% | 99.86% |
02/07/2024 | 0.38% | 13.45 CHF | 13.50 CHF | 60,000 | 60,000 | 59,439 | 59,436 | 794,838 CHF | 797,765 CHF | 99.98% | 99.98% |