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% | 15.70 CHF | 15.71 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 1,238,170 CHF | 1,238,970 CHF | 100.00% | 100.00% |
12/07/2024 | 0.07% | 15.44 CHF | 15.45 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 1,209,090 CHF | 1,209,890 CHF | 99.95% | 99.95% |
11/07/2024 | 0.06% | 15.21 CHF | 15.22 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 1,236,590 CHF | 1,237,390 CHF | 99.67% | 99.67% |
10/07/2024 | 0.07% | 15.16 CHF | 15.17 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 1,209,060 CHF | 1,209,860 CHF | 100.00% | 100.00% |
09/07/2024 | 0.07% | 15.06 CHF | 15.07 CHF | 80,000 | 80,000 | 79,820 | 79,820 | 1,203,190 CHF | 1,203,990 CHF | 100.00% | 100.00% |
08/07/2024 | 0.07% | 14.97 CHF | 14.98 CHF | 80,000 | 80,000 | 79,861 | 79,861 | 1,191,140 CHF | 1,191,940 CHF | 98.69% | 98.69% |
05/07/2024 | 0.07% | 14.80 CHF | 14.81 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 1,175,150 CHF | 1,175,950 CHF | 99.91% | 99.91% |
04/07/2024 | 0.07% | 14.69 CHF | 14.70 CHF | 40,000 | 40,000 | 71,267 | 71,267 | 1,050,300 CHF | 1,051,020 CHF | 100.00% | 100.00% |
03/07/2024 | 0.07% | 14.61 CHF | 14.62 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 1,163,480 CHF | 1,164,280 CHF | 100.00% | 100.00% |
02/07/2024 | 0.07% | 14.28 CHF | 14.29 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 1,127,870 CHF | 1,128,670 CHF | 99.97% | 99.97% |