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 | 0.17% | 11.65 CHF | 11.67 CHF | 23,000 | 23,000 | 22,908 | 22,908 | 268,321 CHF | 268,779 CHF | 100.00% | 100.00% |
12/07/2024 | 0.17% | 11.68 CHF | 11.70 CHF | 23,000 | 23,000 | 23,000 | 23,000 | 267,933 CHF | 268,393 CHF | 99.99% | 99.99% |
11/07/2024 | 0.17% | 11.73 CHF | 11.75 CHF | 23,000 | 23,000 | 22,915 | 22,915 | 268,972 CHF | 269,430 CHF | 99.98% | 99.98% |
10/07/2024 | 0.17% | 11.71 CHF | 11.73 CHF | 23,000 | 23,000 | 23,000 | 23,000 | 267,893 CHF | 268,353 CHF | 100.00% | 100.00% |
09/07/2024 | 0.17% | 11.55 CHF | 11.57 CHF | 23,000 | 23,000 | 22,973 | 22,973 | 266,101 CHF | 266,561 CHF | 100.00% | 100.00% |
08/07/2024 | 0.17% | 11.53 CHF | 11.55 CHF | 23,000 | 23,000 | 23,000 | 23,000 | 266,214 CHF | 266,674 CHF | 99.70% | 99.70% |
05/07/2024 | 0.18% | 11.34 CHF | 11.36 CHF | 23,000 | 23,000 | 23,000 | 23,000 | 262,127 CHF | 262,587 CHF | 100.00% | 100.00% |
04/07/2024 | 0.18% | 11.39 CHF | 11.41 CHF | 23,000 | 23,000 | 23,000 | 23,000 | 261,777 CHF | 262,237 CHF | 100.00% | 100.00% |
03/07/2024 | 0.18% | 11.23 CHF | 11.25 CHF | 23,000 | 23,000 | 23,243 | 23,243 | 260,403 CHF | 260,868 CHF | 100.00% | 100.00% |
02/07/2024 | 0.18% | 11.39 CHF | 11.41 CHF | 23,000 | 23,000 | 23,000 | 23,000 | 260,529 CHF | 260,989 CHF | 99.98% | 99.98% |