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% | 12.35 CHF | 12.40 CHF | 17,000 | 17,000 | 16,374 | 16,374 | 206,115 CHF | 206,934 CHF | 100.00% | 100.00% |
12/07/2024 | 0.40% | 12.65 CHF | 12.70 CHF | 16,500 | 16,500 | 16,345 | 16,345 | 205,582 CHF | 206,400 CHF | 100.00% | 100.00% |
11/07/2024 | 0.40% | 12.60 CHF | 12.65 CHF | 16,500 | 16,500 | 16,345 | 16,345 | 206,080 CHF | 206,898 CHF | 100.00% | 100.00% |
10/07/2024 | 0.40% | 12.55 CHF | 12.60 CHF | 16,500 | 16,500 | 16,345 | 16,345 | 204,031 CHF | 204,850 CHF | 99.95% | 99.95% |
09/07/2024 | 0.40% | 12.65 CHF | 12.70 CHF | 16,500 | 16,500 | 16,344 | 16,344 | 206,781 CHF | 207,599 CHF | 99.66% | 99.66% |
08/07/2024 | 0.41% | 12.40 CHF | 12.45 CHF | 16,500 | 16,500 | 16,350 | 16,350 | 202,626 CHF | 203,445 CHF | 100.00% | 100.00% |
05/07/2024 | 0.41% | 12.25 CHF | 12.30 CHF | 17,000 | 17,000 | 16,541 | 16,541 | 204,296 CHF | 205,124 CHF | 100.00% | 100.00% |
04/07/2024 | 0.41% | 12.45 CHF | 12.50 CHF | 16,500 | 16,500 | 16,392 | 16,392 | 203,497 CHF | 204,318 CHF | 100.00% | 100.00% |
03/07/2024 | 0.41% | 12.45 CHF | 12.50 CHF | 16,500 | 16,500 | 16,462 | 16,462 | 203,485 CHF | 204,309 CHF | 99.87% | 99.87% |
02/07/2024 | 0.42% | 12.30 CHF | 12.35 CHF | 16,500 | 16,500 | 16,827 | 16,827 | 204,005 CHF | 204,848 CHF | 100.00% | 100.00% |