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% | 16.51 CHF | 16.56 CHF | 26,500 | 26,500 | 26,500 | 26,500 | 433,593 CHF | 434,918 CHF | 99.10% | 99.10% |
12/07/2024 | 0.30% | 16.73 CHF | 16.78 CHF | 27,000 | 27,000 | 27,000 | 27,000 | 445,969 CHF | 447,319 CHF | 100.00% | 100.00% |
11/07/2024 | 0.30% | 16.29 CHF | 16.34 CHF | 27,000 | 27,000 | 27,000 | 27,000 | 442,290 CHF | 443,640 CHF | 99.99% | 99.99% |
10/07/2024 | 0.31% | 16.13 CHF | 16.18 CHF | 27,900 | 27,900 | 27,900 | 27,900 | 443,039 CHF | 444,434 CHF | 100.00% | 100.00% |
09/07/2024 | 0.32% | 15.29 CHF | 15.34 CHF | 27,000 | 27,000 | 27,000 | 27,000 | 421,105 CHF | 422,455 CHF | 100.00% | 100.00% |
08/07/2024 | 0.30% | 16.30 CHF | 16.35 CHF | 26,900 | 26,900 | 26,900 | 26,900 | 449,060 CHF | 450,405 CHF | 99.99% | 99.99% |
05/07/2024 | 0.30% | 16.19 CHF | 16.24 CHF | 26,400 | 26,400 | 26,400 | 26,400 | 433,615 CHF | 434,935 CHF | 100.00% | 100.00% |
04/07/2024 | 0.30% | 16.80 CHF | 16.85 CHF | 27,400 | 27,400 | 27,400 | 27,400 | 457,413 CHF | 458,783 CHF | 100.00% | 100.00% |
03/07/2024 | 0.31% | 15.98 CHF | 16.03 CHF | 28,700 | 28,700 | 28,700 | 28,700 | 456,442 CHF | 457,878 CHF | 100.00% | 100.00% |
02/07/2024 | 0.34% | 14.91 CHF | 14.96 CHF | 27,700 | 27,700 | 27,700 | 27,700 | 411,296 CHF | 412,681 CHF | 99.97% | 99.97% |