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 | 0.31% | 16.35 CHF | 16.40 CHF | 15,720 | 15,720 | 15,560 | 15,560 | 254,852 CHF | 255,631 CHF | 100.00% | 100.00% |
12/07/2024 | 0.30% | 16.70 CHF | 16.75 CHF | 15,880 | 15,880 | 15,797 | 15,797 | 265,311 CHF | 266,102 CHF | 100.00% | 100.00% |
11/07/2024 | 0.30% | 17.05 CHF | 17.10 CHF | 16,050 | 16,050 | 15,939 | 15,939 | 271,770 CHF | 272,568 CHF | 99.99% | 99.99% |
10/07/2024 | 0.29% | 17.25 CHF | 17.30 CHF | 16,230 | 16,230 | 16,217 | 16,217 | 284,507 CHF | 285,319 CHF | 100.00% | 100.00% |
09/07/2024 | 0.29% | 17.75 CHF | 17.80 CHF | 16,500 | 16,500 | 16,304 | 16,304 | 288,275 CHF | 289,091 CHF | 99.50% | 99.50% |
08/07/2024 | 0.28% | 17.90 CHF | 17.95 CHF | 16,590 | 16,590 | 16,412 | 16,412 | 293,432 CHF | 294,253 CHF | 100.00% | 100.00% |
05/07/2024 | 0.28% | 17.90 CHF | 17.95 CHF | 16,590 | 16,590 | 16,327 | 16,327 | 289,082 CHF | 289,899 CHF | 100.00% | 100.00% |
04/07/2024 | 0.28% | 17.90 CHF | 17.95 CHF | 16,620 | 16,620 | 16,536 | 16,536 | 298,115 CHF | 298,943 CHF | 100.00% | 100.00% |
03/07/2024 | 0.29% | 17.60 CHF | 17.65 CHF | 16,430 | 16,430 | 16,195 | 16,195 | 283,958 CHF | 284,769 CHF | 98.96% | 98.96% |
02/07/2024 | 0.29% | 17.35 CHF | 17.40 CHF | 16,200 | 16,200 | 16,101 | 16,101 | 281,025 CHF | 281,831 CHF | 99.99% | 100.00% |