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% | 14.29 CHF | 14.30 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 634,018 CHF | 634,468 CHF | 99.98% | 99.98% |
12/07/2024 | 0.07% | 14.07 CHF | 14.08 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 620,082 CHF | 620,532 CHF | 99.95% | 99.95% |
11/07/2024 | 0.07% | 13.87 CHF | 13.88 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 635,922 CHF | 636,372 CHF | 99.65% | 99.65% |
10/07/2024 | 0.07% | 13.86 CHF | 13.87 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 621,677 CHF | 622,127 CHF | 100.00% | 100.00% |
09/07/2024 | 0.07% | 13.77 CHF | 13.78 CHF | 45,000 | 45,000 | 44,898 | 44,898 | 618,637 CHF | 619,087 CHF | 99.99% | 99.99% |
08/07/2024 | 0.07% | 13.68 CHF | 13.69 CHF | 45,000 | 45,000 | 44,925 | 44,925 | 612,461 CHF | 612,911 CHF | 98.69% | 98.69% |
05/07/2024 | 0.07% | 13.53 CHF | 13.54 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 604,634 CHF | 605,084 CHF | 99.92% | 99.92% |
04/07/2024 | 0.07% | 13.45 CHF | 13.46 CHF | 25,000 | 25,000 | 40,634 | 40,634 | 548,234 CHF | 548,640 CHF | 100.00% | 100.00% |
03/07/2024 | 0.07% | 13.37 CHF | 13.38 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 600,131 CHF | 600,581 CHF | 100.00% | 100.00% |
02/07/2024 | 0.08% | 13.11 CHF | 13.12 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 582,563 CHF | 583,013 CHF | 100.00% | 100.00% |