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 | 0.16% | 18.91 CHF | 18.94 CHF | 6,900 | 6,900 | 6,872 | 6,872 | 131,460 CHF | 131,666 CHF | 99.98% | 99.98% |
12/07/2024 | 0.17% | 18.42 CHF | 18.45 CHF | 7,400 | 7,400 | 7,473 | 7,473 | 133,334 CHF | 133,558 CHF | 99.98% | 99.98% |
11/07/2024 | 0.18% | 16.99 CHF | 17.02 CHF | 8,100 | 8,100 | 8,052 | 8,052 | 130,775 CHF | 131,017 CHF | 99.76% | 99.76% |
10/07/2024 | 0.20% | 15.80 CHF | 15.83 CHF | 8,700 | 8,700 | 8,834 | 8,834 | 134,687 CHF | 134,952 CHF | 100.00% | 100.00% |
09/07/2024 | 0.20% | 14.50 CHF | 14.53 CHF | 8,700 | 8,700 | 8,634 | 8,634 | 128,819 CHF | 129,078 CHF | 99.74% | 99.74% |
08/07/2024 | 0.19% | 15.22 CHF | 15.25 CHF | 8,200 | 8,200 | 8,174 | 8,174 | 127,929 CHF | 128,174 CHF | 99.98% | 99.98% |
05/07/2024 | 0.19% | 15.54 CHF | 15.57 CHF | 8,300 | 8,300 | 8,266 | 8,266 | 131,231 CHF | 131,479 CHF | 99.78% | 99.78% |
04/07/2024 | 0.20% | 15.22 CHF | 15.25 CHF | 8,400 | 8,400 | 8,750 | 8,750 | 130,392 CHF | 130,654 CHF | 100.00% | 100.00% |
03/07/2024 | 0.20% | 15.01 CHF | 15.04 CHF | 9,100 | 9,100 | 8,925 | 8,925 | 133,494 CHF | 133,761 CHF | 100.00% | 100.00% |
02/07/2024 | 0.22% | 14.13 CHF | 14.16 CHF | 8,600 | 8,600 | 8,573 | 8,573 | 119,500 CHF | 119,757 CHF | 99.40% | 99.40% |