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 | 0.40% | 12.45 CHF | 12.50 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 375,204 CHF | 376,691 CHF | 99.96% | 99.96% |
12/07/2024 | 0.40% | 12.65 CHF | 12.70 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 372,907 CHF | 374,394 CHF | 100.00% | 100.00% |
11/07/2024 | 0.41% | 12.40 CHF | 12.45 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 368,537 CHF | 370,024 CHF | 99.93% | 99.93% |
10/07/2024 | 0.42% | 12.20 CHF | 12.25 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 358,163 CHF | 359,650 CHF | 100.00% | 100.00% |
09/07/2024 | 0.42% | 12.00 CHF | 12.05 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 359,595 CHF | 361,080 CHF | 100.00% | 100.00% |
08/07/2024 | 0.42% | 12.00 CHF | 12.05 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 357,204 CHF | 358,690 CHF | 100.00% | 100.00% |
05/07/2024 | 0.42% | 11.95 CHF | 12.00 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 358,367 CHF | 359,853 CHF | 100.00% | 100.00% |
04/07/2024 | 0.42% | 12.10 CHF | 12.15 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 357,462 CHF | 358,947 CHF | 100.00% | 100.00% |
03/07/2024 | 0.42% | 12.00 CHF | 12.05 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 355,805 CHF | 357,291 CHF | 100.00% | 100.00% |
02/07/2024 | 0.43% | 11.95 CHF | 12.00 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 351,158 CHF | 352,643 CHF | 100.00% | 100.00% |