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% | 13.46 CHF | 13.48 CHF | 101,900 | 101,900 | 101,900 | 101,900 | 1,316,060 CHF | 1,318,100 CHF | 99.98% | 99.98% |
12/07/2024 | 0.17% | 12.84 CHF | 12.86 CHF | 106,800 | 106,800 | 106,800 | 106,800 | 1,284,350 CHF | 1,286,490 CHF | 99.95% | 99.95% |
11/07/2024 | 0.16% | 12.30 CHF | 12.32 CHF | 98,200 | 98,200 | 98,200 | 98,200 | 1,260,420 CHF | 1,262,380 CHF | 99.83% | 99.83% |
10/07/2024 | 0.17% | 12.09 CHF | 12.11 CHF | 107,100 | 107,100 | 107,100 | 107,100 | 1,287,340 CHF | 1,289,480 CHF | 100.00% | 100.00% |
09/07/2024 | 0.17% | 11.90 CHF | 11.92 CHF | 107,600 | 107,600 | 107,600 | 107,600 | 1,284,720 CHF | 1,286,870 CHF | 99.99% | 99.99% |
08/07/2024 | 0.17% | 11.71 CHF | 11.73 CHF | 108,200 | 108,200 | 108,200 | 108,200 | 1,255,580 CHF | 1,257,750 CHF | 98.70% | 98.70% |
05/07/2024 | 0.09% | 11.33 CHF | 11.34 CHF | 113,100 | 113,100 | 113,100 | 113,100 | 1,252,130 CHF | 1,253,260 CHF | 99.45% | 99.45% |
04/07/2024 | 0.09% | 11.02 CHF | 11.03 CHF | 56,600 | 56,600 | 100,751 | 100,751 | 1,120,420 CHF | 1,121,430 CHF | 100.00% | 100.00% |
03/07/2024 | 0.09% | 10.85 CHF | 10.86 CHF | 118,200 | 118,200 | 118,200 | 118,200 | 1,259,330 CHF | 1,260,510 CHF | 100.00% | 100.00% |
02/07/2024 | 0.10% | 10.09 CHF | 10.10 CHF | 124,500 | 124,500 | 124,500 | 124,500 | 1,207,640 CHF | 1,208,880 CHF | 99.70% | 99.70% |