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 | 0.32% | 12.34 CHF | 12.38 CHF | 3,800 | 3,800 | 3,806 | 3,806 | 47,942 CHF | 48,095 CHF | 99.44% | 99.44% |
12/07/2024 | 0.28% | 14.33 CHF | 14.37 CHF | 3,600 | 3,600 | 3,627 | 3,627 | 51,338 CHF | 51,483 CHF | 99.98% | 99.98% |
11/07/2024 | 0.25% | 14.23 CHF | 14.27 CHF | 4,000 | 4,000 | 4,049 | 4,049 | 54,343 CHF | 54,478 CHF | 99.75% | 99.75% |
10/07/2024 | 0.24% | 12.86 CHF | 12.89 CHF | 4,200 | 4,200 | 4,216 | 4,216 | 53,757 CHF | 53,884 CHF | 100.00% | 100.00% |
09/07/2024 | 0.23% | 12.26 CHF | 12.29 CHF | 4,100 | 4,100 | 4,083 | 4,083 | 52,385 CHF | 52,508 CHF | 99.73% | 99.73% |
08/07/2024 | 0.31% | 12.91 CHF | 12.95 CHF | 3,900 | 3,900 | 3,884 | 3,884 | 50,845 CHF | 51,000 CHF | 99.99% | 99.99% |
05/07/2024 | 0.24% | 13.60 CHF | 13.64 CHF | 4,000 | 4,000 | 4,061 | 4,061 | 54,533 CHF | 54,666 CHF | 99.81% | 99.81% |
04/07/2024 | 0.24% | 12.75 CHF | 12.78 CHF | 4,200 | 4,200 | 4,183 | 4,183 | 52,712 CHF | 52,837 CHF | 100.00% | 100.00% |
03/07/2024 | 0.26% | 12.39 CHF | 12.42 CHF | 4,500 | 4,500 | 4,481 | 4,481 | 52,459 CHF | 52,594 CHF | 99.99% | 99.99% |
02/07/2024 | 0.25% | 11.72 CHF | 11.75 CHF | 4,300 | 4,300 | 4,282 | 4,282 | 50,650 CHF | 50,779 CHF | 99.97% | 99.97% |