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 | 0.90% | 11.22 CHF | 11.24 CHF | 11,600 | 11,600 | 5,228 | 5,228 | 59,054 CHF | 59,434 CHF | 98.51% | 98.51% |
12/07/2024 | 0.92% | 10.83 CHF | 10.85 CHF | 12,100 | 12,100 | 5,495 | 5,495 | 58,778 CHF | 59,162 CHF | 98.85% | 98.85% |
11/07/2024 | 0.93% | 10.15 CHF | 10.17 CHF | 12,500 | 12,500 | 5,497 | 5,497 | 57,089 CHF | 57,468 CHF | 98.50% | 98.50% |
10/07/2024 | 0.95% | 10.22 CHF | 10.24 CHF | 12,000 | 12,000 | 5,322 | 5,322 | 55,362 CHF | 55,736 CHF | 95.28% | 95.28% |
09/07/2024 | 0.94% | 10.83 CHF | 10.85 CHF | 11,400 | 11,400 | 5,130 | 5,130 | 57,389 CHF | 57,777 CHF | 99.83% | 99.83% |
08/07/2024 | 0.94% | 11.79 CHF | 11.81 CHF | 10,700 | 10,700 | 4,801 | 4,801 | 58,089 CHF | 58,475 CHF | 99.79% | 99.79% |
05/07/2024 | 0.90% | 12.19 CHF | 12.21 CHF | 10,900 | 10,900 | 4,923 | 4,923 | 59,172 CHF | 59,556 CHF | 98.67% | 98.67% |
04/07/2024 | 1.09% | 12.06 CHF | 12.18 CHF | 4,400 | 4,400 | 3,547 | 3,547 | 42,477 CHF | 42,933 CHF | 99.37% | 99.37% |
03/07/2024 | 0.92% | 11.99 CHF | 12.01 CHF | 11,000 | 11,000 | 4,946 | 4,946 | 58,822 CHF | 59,206 CHF | 99.79% | 99.79% |
02/07/2024 | 0.95% | 11.18 CHF | 11.20 CHF | 11,800 | 11,800 | 5,324 | 5,324 | 57,752 CHF | 58,138 CHF | 99.55% | 99.55% |