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% | 14.42 CHF | 14.43 CHF | 40,000 | 40,000 | 39,924 | 39,924 | 566,300 CHF | 566,700 CHF | 100.00% | 100.00% |
12/07/2024 | 0.07% | 14.23 CHF | 14.24 CHF | 40,000 | 40,000 | 39,926 | 39,926 | 555,145 CHF | 555,545 CHF | 100.00% | 100.00% |
11/07/2024 | 0.07% | 14.17 CHF | 14.18 CHF | 40,000 | 40,000 | 39,800 | 39,800 | 582,100 CHF | 582,499 CHF | 99.98% | 99.98% |
10/07/2024 | 0.07% | 14.45 CHF | 14.46 CHF | 40,000 | 40,000 | 39,926 | 39,926 | 576,413 CHF | 576,813 CHF | 100.00% | 100.00% |
09/07/2024 | 0.07% | 14.37 CHF | 14.38 CHF | 40,000 | 40,000 | 39,796 | 39,796 | 573,897 CHF | 574,297 CHF | 99.98% | 99.98% |
08/07/2024 | 0.07% | 14.23 CHF | 14.24 CHF | 40,000 | 40,000 | 39,861 | 39,861 | 564,858 CHF | 565,257 CHF | 100.00% | 100.00% |
05/07/2024 | 0.07% | 14.12 CHF | 14.13 CHF | 40,000 | 40,000 | 39,925 | 39,925 | 555,982 CHF | 556,381 CHF | 96.90% | 96.90% |
04/07/2024 | 0.07% | 13.85 CHF | 13.86 CHF | 20,000 | 20,000 | 35,586 | 35,586 | 494,201 CHF | 494,557 CHF | 100.00% | 100.00% |
03/07/2024 | 0.07% | 13.78 CHF | 13.79 CHF | 40,000 | 40,000 | 39,925 | 39,925 | 545,827 CHF | 546,226 CHF | 98.65% | 98.65% |
02/07/2024 | 0.08% | 13.46 CHF | 13.47 CHF | 40,000 | 40,000 | 39,926 | 39,926 | 528,093 CHF | 528,493 CHF | 100.00% | 100.00% |