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% | 14.58 CHF | 14.59 CHF | 134,500 | 134,500 | 133,719 | 133,719 | 1,961,830 CHF | 1,963,170 CHF | 100.00% | 100.00% |
12/07/2024 | 0.07% | 14.68 CHF | 14.69 CHF | 133,200 | 133,200 | 131,819 | 131,819 | 1,952,970 CHF | 1,954,290 CHF | 99.85% | 99.85% |
11/07/2024 | 0.07% | 14.85 CHF | 14.86 CHF | 130,900 | 130,900 | 129,976 | 129,976 | 1,946,360 CHF | 1,947,660 CHF | 71.48% | 71.48% |
10/07/2024 | 0.07% | 15.32 CHF | 15.33 CHF | 128,800 | 128,800 | 128,323 | 128,323 | 1,965,420 CHF | 1,966,700 CHF | 99.38% | 99.38% |
09/07/2024 | 0.07% | 15.42 CHF | 15.43 CHF | 128,000 | 128,000 | 128,518 | 128,518 | 1,969,520 CHF | 1,970,810 CHF | 100.00% | 100.00% |
08/07/2024 | 0.07% | 15.22 CHF | 15.23 CHF | 129,200 | 129,200 | 128,721 | 128,721 | 1,951,930 CHF | 1,953,220 CHF | 99.98% | 99.98% |
05/07/2024 | 0.07% | 15.30 CHF | 15.31 CHF | 128,500 | 128,500 | 127,600 | 127,600 | 1,950,070 CHF | 1,951,340 CHF | 99.99% | 99.99% |
04/07/2024 | 0.06% | 15.39 CHF | 15.40 CHF | 127,000 | 127,000 | 125,324 | 125,324 | 1,942,340 CHF | 1,943,590 CHF | 100.00% | 100.00% |
03/07/2024 | 0.06% | 15.45 CHF | 15.46 CHF | 124,200 | 124,200 | 122,825 | 122,825 | 1,932,960 CHF | 1,934,190 CHF | 100.00% | 100.00% |
02/07/2024 | 0.06% | 15.99 CHF | 16.00 CHF | 121,900 | 121,900 | 122,917 | 122,917 | 1,980,080 CHF | 1,981,310 CHF | 99.94% | 99.94% |