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 | 0.62% | 14.84 CHF | 14.93 CHF | 14,900 | 14,900 | 14,900 | 14,900 | 217,233 CHF | 218,574 CHF | 99.09% | 99.09% |
12/07/2024 | 0.54% | 15.27 CHF | 15.35 CHF | 15,500 | 15,500 | 15,500 | 15,500 | 230,844 CHF | 232,084 CHF | 100.00% | 100.00% |
11/07/2024 | 0.54% | 14.53 CHF | 14.61 CHF | 15,600 | 15,600 | 15,600 | 15,600 | 228,852 CHF | 230,100 CHF | 99.99% | 99.99% |
10/07/2024 | 0.58% | 14.23 CHF | 14.31 CHF | 16,800 | 16,800 | 16,800 | 16,800 | 232,342 CHF | 233,686 CHF | 100.00% | 100.00% |
09/07/2024 | 0.60% | 12.83 CHF | 12.91 CHF | 15,500 | 15,500 | 15,500 | 15,500 | 207,095 CHF | 208,335 CHF | 100.00% | 100.00% |
08/07/2024 | 0.52% | 14.62 CHF | 14.70 CHF | 15,300 | 15,300 | 15,300 | 15,300 | 234,704 CHF | 235,928 CHF | 100.00% | 100.00% |
05/07/2024 | 0.61% | 14.40 CHF | 14.49 CHF | 14,700 | 14,700 | 14,700 | 14,700 | 217,979 CHF | 219,302 CHF | 100.00% | 100.00% |
04/07/2024 | 0.52% | 15.52 CHF | 15.60 CHF | 16,000 | 16,000 | 16,000 | 16,000 | 245,446 CHF | 246,726 CHF | 100.00% | 100.00% |
03/07/2024 | 0.50% | 14.08 CHF | 14.15 CHF | 17,800 | 17,800 | 17,800 | 17,800 | 248,619 CHF | 249,865 CHF | 100.00% | 100.00% |
02/07/2024 | 0.65% | 12.34 CHF | 12.42 CHF | 16,300 | 16,300 | 16,300 | 16,300 | 199,601 CHF | 200,905 CHF | 99.96% | 99.96% |