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% | 14.83 CHF | 14.84 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 368,726 CHF | 368,976 CHF | 100.00% | 100.00% |
12/07/2024 | 0.07% | 14.75 CHF | 14.76 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 366,537 CHF | 366,787 CHF | 99.69% | 99.69% |
11/07/2024 | 0.07% | 14.50 CHF | 14.51 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 368,443 CHF | 368,693 CHF | 82.23% | 82.23% |
10/07/2024 | 0.07% | 14.71 CHF | 14.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 365,680 CHF | 365,930 CHF | 96.10% | 96.10% |
09/07/2024 | 0.07% | 14.47 CHF | 14.48 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 364,580 CHF | 364,830 CHF | 99.65% | 99.65% |
08/07/2024 | 0.07% | 14.73 CHF | 14.74 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 371,393 CHF | 371,643 CHF | 99.84% | 99.84% |
05/07/2024 | 0.07% | 14.66 CHF | 14.67 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 368,216 CHF | 368,466 CHF | 100.00% | 100.00% |
04/07/2024 | 0.07% | 14.70 CHF | 14.71 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 366,013 CHF | 366,263 CHF | 100.00% | 100.00% |
03/07/2024 | 0.07% | 14.39 CHF | 14.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 359,890 CHF | 360,140 CHF | 99.25% | 99.25% |
02/07/2024 | 0.07% | 14.04 CHF | 14.05 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 350,758 CHF | 351,008 CHF | 99.58% | 99.58% |