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 | 0.18% | 15.61 CHF | 15.92 CHF | 1,300 | 1,300 | 8,086 | 8,086 | 132,425 CHF | 132,598 CHF | 98.85% | 98.85% |
12/07/2024 | 0.18% | 15.91 CHF | 16.21 CHF | 1,300 | 1,300 | 8,372 | 8,372 | 131,227 CHF | 131,406 CHF | 98.97% | 98.97% |
11/07/2024 | 0.18% | 14.94 CHF | 15.24 CHF | 1,300 | 1,300 | 8,199 | 8,199 | 129,891 CHF | 130,066 CHF | 98.76% | 98.76% |
10/07/2024 | 0.18% | 15.82 CHF | 16.11 CHF | 1,300 | 1,300 | 8,646 | 8,646 | 131,549 CHF | 131,732 CHF | 98.93% | 98.93% |
09/07/2024 | 0.19% | 15.40 CHF | 15.71 CHF | 1,300 | 1,300 | 8,093 | 8,093 | 126,999 CHF | 127,173 CHF | 98.63% | 98.63% |
08/07/2024 | 0.15% | 16.33 CHF | 16.63 CHF | 1,300 | 1,300 | 8,277 | 8,277 | 134,443 CHF | 134,615 CHF | 96.81% | 96.81% |
05/07/2024 | 0.18% | 16.01 CHF | 16.31 CHF | 1,300 | 1,300 | 8,302 | 8,302 | 132,106 CHF | 132,283 CHF | 98.72% | 98.72% |
04/07/2024 | 0.17% | 15.75 CHF | 16.05 CHF | 1,300 | 1,300 | 8,563 | 8,563 | 133,110 CHF | 133,289 CHF | 97.57% | 97.57% |
03/07/2024 | 0.18% | 14.73 CHF | 15.05 CHF | 1,300 | 1,300 | 7,729 | 7,729 | 124,897 CHF | 125,060 CHF | 98.36% | 98.36% |
02/07/2024 | 0.20% | 17.18 CHF | 17.52 CHF | 1,200 | 1,200 | 7,294 | 7,294 | 127,633 CHF | 127,835 CHF | 98.67% | 98.67% |