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 | 0.08% | 13.51 CHF | 13.52 CHF | 89,000 | 89,000 | 49,595 | 49,595 | 665,598 CHF | 666,094 CHF | 98.87% | 98.87% |
12/07/2024 | 0.08% | 13.23 CHF | 13.24 CHF | 90,000 | 90,000 | 50,712 | 50,712 | 661,335 CHF | 661,843 CHF | 99.99% | 99.99% |
11/07/2024 | 0.08% | 12.87 CHF | 12.88 CHF | 93,000 | 93,000 | 49,838 | 49,838 | 657,658 CHF | 658,160 CHF | 100.00% | 100.00% |
10/07/2024 | 0.08% | 13.20 CHF | 13.21 CHF | 90,000 | 90,000 | 50,320 | 50,320 | 660,912 CHF | 661,416 CHF | 99.89% | 99.89% |
09/07/2024 | 0.08% | 12.98 CHF | 12.99 CHF | 92,000 | 92,000 | 50,921 | 50,921 | 661,115 CHF | 661,625 CHF | 99.43% | 99.43% |
08/07/2024 | 0.08% | 12.85 CHF | 12.86 CHF | 93,000 | 93,000 | 51,270 | 51,270 | 658,713 CHF | 659,227 CHF | 100.00% | 100.00% |
05/07/2024 | 0.08% | 12.75 CHF | 12.76 CHF | 93,000 | 93,000 | 51,882 | 51,882 | 654,077 CHF | 654,597 CHF | 99.35% | 99.35% |
04/07/2024 | 0.08% | 12.52 CHF | 12.53 CHF | 47,000 | 47,000 | 42,227 | 42,227 | 529,184 CHF | 529,607 CHF | 99.50% | 99.50% |
03/07/2024 | 0.08% | 12.50 CHF | 12.51 CHF | 95,000 | 95,000 | 52,487 | 52,487 | 654,522 CHF | 655,048 CHF | 99.30% | 99.30% |
02/07/2024 | 0.08% | 12.49 CHF | 12.50 CHF | 95,000 | 95,000 | 53,294 | 53,294 | 654,566 CHF | 655,100 CHF | 99.98% | 99.98% |