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 | 0.13% | 12.21 CHF | 12.22 CHF | 61,000 | 61,000 | 27,132 | 27,132 | 330,643 CHF | 331,000 CHF | 99.75% | 99.75% |
12/07/2024 | 0.13% | 12.48 CHF | 12.49 CHF | 60,000 | 60,000 | 27,032 | 27,032 | 328,386 CHF | 328,742 CHF | 99.87% | 99.87% |
11/07/2024 | 0.13% | 12.12 CHF | 12.13 CHF | 61,000 | 61,000 | 26,790 | 26,790 | 327,863 CHF | 328,216 CHF | 99.66% | 99.66% |
10/07/2024 | 0.13% | 12.21 CHF | 12.22 CHF | 61,000 | 61,000 | 27,123 | 27,123 | 326,108 CHF | 326,465 CHF | 99.77% | 99.77% |
09/07/2024 | 0.13% | 11.70 CHF | 11.71 CHF | 63,000 | 63,000 | 27,621 | 27,621 | 326,012 CHF | 326,374 CHF | 99.47% | 99.47% |
08/07/2024 | 0.14% | 11.46 CHF | 11.47 CHF | 64,000 | 64,000 | 28,029 | 28,029 | 320,819 CHF | 321,186 CHF | 99.72% | 99.72% |
05/07/2024 | 0.14% | 11.18 CHF | 11.19 CHF | 65,000 | 65,000 | 29,187 | 29,187 | 315,601 CHF | 315,984 CHF | 99.36% | 99.36% |
04/07/2024 | 0.14% | 10.51 CHF | 10.52 CHF | 24,000 | 24,000 | 20,318 | 20,318 | 215,093 CHF | 215,385 CHF | 97.60% | 97.60% |
03/07/2024 | 0.15% | 10.57 CHF | 10.58 CHF | 68,000 | 68,000 | 29,152 | 29,152 | 308,186 CHF | 308,571 CHF | 97.13% | 97.13% |
02/07/2024 | 0.16% | 10.12 CHF | 10.13 CHF | 70,000 | 70,000 | 30,618 | 30,618 | 306,597 CHF | 306,999 CHF | 100.00% | 100.00% |