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 | 0.43% | 11.40 CHF | 11.45 CHF | 17,000 | 17,000 | 16,373 | 16,373 | 189,901 CHF | 190,720 CHF | 100.00% | 100.00% |
12/07/2024 | 0.44% | 11.70 CHF | 11.75 CHF | 16,500 | 16,500 | 16,345 | 16,345 | 189,358 CHF | 190,177 CHF | 100.00% | 100.00% |
11/07/2024 | 0.43% | 11.60 CHF | 11.65 CHF | 16,500 | 16,500 | 16,346 | 16,346 | 189,923 CHF | 190,741 CHF | 100.00% | 100.00% |
10/07/2024 | 0.44% | 11.55 CHF | 11.60 CHF | 16,500 | 16,500 | 16,345 | 16,345 | 187,789 CHF | 188,607 CHF | 99.95% | 99.95% |
09/07/2024 | 0.43% | 11.65 CHF | 11.70 CHF | 16,500 | 16,500 | 16,344 | 16,344 | 190,570 CHF | 191,389 CHF | 100.00% | 100.00% |
08/07/2024 | 0.44% | 11.40 CHF | 11.45 CHF | 16,500 | 16,500 | 16,355 | 16,355 | 186,490 CHF | 187,308 CHF | 100.00% | 100.00% |
05/07/2024 | 0.44% | 11.25 CHF | 11.30 CHF | 17,000 | 17,000 | 16,536 | 16,536 | 187,859 CHF | 188,687 CHF | 100.00% | 100.00% |
04/07/2024 | 0.44% | 11.45 CHF | 11.50 CHF | 16,500 | 16,500 | 16,411 | 16,411 | 187,453 CHF | 188,275 CHF | 100.00% | 100.00% |
03/07/2024 | 0.44% | 11.45 CHF | 11.50 CHF | 16,500 | 16,500 | 16,462 | 16,462 | 187,228 CHF | 188,052 CHF | 99.87% | 99.87% |
02/07/2024 | 0.45% | 11.30 CHF | 11.35 CHF | 16,500 | 16,500 | 16,830 | 16,830 | 187,413 CHF | 188,256 CHF | 99.68% | 99.68% |