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 | 0.17% | 11.49 CHF | 11.51 CHF | 77,100 | 77,100 | 77,100 | 77,100 | 919,912 CHF | 921,454 CHF | 99.98% | 99.98% |
12/07/2024 | 0.16% | 12.84 CHF | 12.86 CHF | 83,800 | 83,800 | 83,800 | 83,800 | 1,024,690 CHF | 1,026,370 CHF | 100.00% | 100.00% |
11/07/2024 | 0.18% | 11.65 CHF | 11.67 CHF | 87,800 | 87,800 | 87,800 | 87,800 | 996,529 CHF | 998,285 CHF | 99.98% | 99.98% |
10/07/2024 | 0.19% | 10.93 CHF | 10.95 CHF | 93,000 | 93,000 | 93,000 | 93,000 | 990,035 CHF | 991,895 CHF | 99.99% | 99.99% |
09/07/2024 | 0.19% | 9.99 CHF | 10.01 CHF | 82,600 | 82,600 | 82,508 | 82,508 | 890,202 CHF | 891,854 CHF | 99.99% | 99.99% |
08/07/2024 | 0.16% | 11.79 CHF | 11.81 CHF | 78,800 | 78,800 | 78,800 | 78,800 | 980,974 CHF | 982,550 CHF | 99.99% | 99.99% |
05/07/2024 | 0.16% | 12.18 CHF | 12.20 CHF | 77,300 | 77,300 | 77,300 | 77,300 | 986,923 CHF | 988,469 CHF | 99.64% | 99.64% |
04/07/2024 | 0.16% | 12.64 CHF | 12.66 CHF | 81,700 | 81,700 | 81,700 | 81,700 | 1,019,680 CHF | 1,021,320 CHF | 99.27% | 99.27% |
03/07/2024 | 0.17% | 11.90 CHF | 11.92 CHF | 88,700 | 88,700 | 88,700 | 88,700 | 1,044,660 CHF | 1,046,440 CHF | 100.00% | 100.00% |
02/07/2024 | 0.19% | 10.73 CHF | 10.75 CHF | 86,700 | 86,700 | 86,700 | 86,700 | 898,924 CHF | 900,658 CHF | 99.99% | 99.99% |