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 | 0.06% | 15.83 CHF | 15.84 CHF | 160,000 | 160,000 | 159,698 | 159,698 | 2,488,080 CHF | 2,489,680 CHF | 99.99% | 99.99% |
12/07/2024 | 0.07% | 15.62 CHF | 15.63 CHF | 160,000 | 160,000 | 159,706 | 159,706 | 2,440,790 CHF | 2,442,390 CHF | 99.93% | 99.93% |
11/07/2024 | 0.06% | 15.56 CHF | 15.57 CHF | 160,000 | 160,000 | 159,202 | 159,202 | 2,548,100 CHF | 2,549,690 CHF | 99.98% | 99.98% |
10/07/2024 | 0.06% | 15.82 CHF | 15.83 CHF | 160,000 | 160,000 | 159,706 | 159,706 | 2,526,420 CHF | 2,528,020 CHF | 100.00% | 100.00% |
09/07/2024 | 0.06% | 15.75 CHF | 15.76 CHF | 160,000 | 160,000 | 159,189 | 159,189 | 2,514,570 CHF | 2,516,170 CHF | 99.99% | 99.99% |
08/07/2024 | 0.06% | 15.61 CHF | 15.62 CHF | 160,000 | 160,000 | 159,439 | 159,439 | 2,479,010 CHF | 2,480,610 CHF | 100.00% | 100.00% |
05/07/2024 | 0.07% | 15.49 CHF | 15.50 CHF | 160,000 | 160,000 | 159,697 | 159,697 | 2,441,990 CHF | 2,443,590 CHF | 96.88% | 96.88% |
04/07/2024 | 0.07% | 15.21 CHF | 15.22 CHF | 80,000 | 80,000 | 142,344 | 142,344 | 2,170,840 CHF | 2,172,270 CHF | 100.00% | 100.00% |
03/07/2024 | 0.07% | 15.15 CHF | 15.16 CHF | 160,000 | 160,000 | 159,702 | 159,702 | 2,398,680 CHF | 2,400,280 CHF | 98.65% | 98.65% |
02/07/2024 | 0.07% | 14.79 CHF | 14.80 CHF | 160,000 | 160,000 | 159,705 | 159,705 | 2,323,620 CHF | 2,325,220 CHF | 99.99% | 99.99% |