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% | 12.22 CHF | 12.26 CHF | 4,900 | 4,900 | 4,880 | 4,880 | 60,890 CHF | 61,085 CHF | 99.98% | 99.98% |
12/07/2024 | 0.30% | 13.32 CHF | 13.36 CHF | 4,800 | 4,800 | 4,780 | 4,780 | 62,672 CHF | 62,863 CHF | 99.98% | 99.98% |
11/07/2024 | 0.31% | 13.30 CHF | 13.34 CHF | 5,200 | 5,200 | 5,179 | 5,179 | 66,355 CHF | 66,562 CHF | 99.77% | 99.77% |
10/07/2024 | 0.34% | 11.94 CHF | 11.98 CHF | 5,400 | 5,400 | 5,380 | 5,380 | 63,976 CHF | 64,192 CHF | 100.00% | 100.00% |
09/07/2024 | 0.34% | 11.48 CHF | 11.52 CHF | 5,300 | 5,300 | 5,288 | 5,288 | 61,976 CHF | 62,187 CHF | 99.71% | 99.71% |
08/07/2024 | 0.33% | 11.67 CHF | 11.71 CHF | 5,000 | 5,000 | 4,979 | 4,979 | 59,743 CHF | 59,942 CHF | 99.99% | 99.99% |
05/07/2024 | 0.33% | 12.55 CHF | 12.59 CHF | 5,200 | 5,200 | 5,179 | 5,179 | 63,426 CHF | 63,633 CHF | 99.80% | 99.80% |
04/07/2024 | 0.33% | 12.16 CHF | 12.20 CHF | 5,200 | 5,200 | 5,179 | 5,179 | 62,483 CHF | 62,690 CHF | 100.00% | 100.00% |
03/07/2024 | 0.34% | 12.19 CHF | 12.23 CHF | 5,400 | 5,400 | 5,401 | 5,401 | 62,940 CHF | 63,156 CHF | 100.00% | 100.00% |
02/07/2024 | 0.35% | 11.58 CHF | 11.62 CHF | 5,200 | 5,200 | 5,348 | 5,348 | 61,783 CHF | 61,997 CHF | 99.98% | 99.98% |