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 | 0.15% | 14.30 CHF | 14.32 CHF | 23,600 | 23,600 | 13,124 | 13,124 | 183,600 CHF | 183,863 CHF | 98.85% | 98.85% |
12/07/2024 | 0.16% | 13.27 CHF | 13.29 CHF | 25,200 | 25,200 | 14,060 | 14,060 | 176,692 CHF | 176,974 CHF | 99.99% | 99.99% |
11/07/2024 | 0.15% | 11.98 CHF | 12.00 CHF | 23,400 | 23,400 | 12,587 | 12,587 | 166,221 CHF | 166,474 CHF | 99.87% | 99.87% |
10/07/2024 | 0.16% | 13.11 CHF | 13.13 CHF | 24,400 | 24,400 | 13,555 | 13,555 | 174,968 CHF | 175,240 CHF | 99.89% | 99.89% |
09/07/2024 | 0.16% | 12.35 CHF | 12.37 CHF | 25,100 | 25,100 | 13,918 | 13,918 | 172,262 CHF | 172,541 CHF | 99.43% | 99.43% |
08/07/2024 | 0.17% | 11.95 CHF | 11.97 CHF | 26,100 | 26,100 | 14,437 | 14,437 | 172,818 CHF | 173,107 CHF | 99.99% | 99.99% |
05/07/2024 | 0.19% | 11.59 CHF | 11.61 CHF | 28,300 | 28,300 | 15,753 | 15,753 | 175,111 CHF | 175,426 CHF | 99.34% | 99.34% |
04/07/2024 | 0.18% | 10.78 CHF | 10.80 CHF | 14,300 | 14,300 | 12,811 | 12,811 | 138,388 CHF | 138,645 CHF | 99.49% | 99.49% |
03/07/2024 | 0.19% | 10.68 CHF | 10.70 CHF | 29,700 | 29,700 | 16,374 | 16,374 | 172,809 CHF | 173,137 CHF | 99.35% | 99.35% |
02/07/2024 | 0.21% | 10.59 CHF | 10.61 CHF | 31,100 | 31,100 | 17,543 | 17,543 | 174,349 CHF | 174,700 CHF | 99.97% | 99.97% |