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 | 0.39% | 13.20 CHF | 13.25 CHF | 17,626 | 17,626 | 17,575 | 17,575 | 228,566 CHF | 229,445 CHF | 99.73% | 99.73% |
12/07/2024 | 0.39% | 13.15 CHF | 13.20 CHF | 17,643 | 17,643 | 17,539 | 17,539 | 228,826 CHF | 229,704 CHF | 99.98% | 99.98% |
11/07/2024 | 0.38% | 13.80 CHF | 13.85 CHF | 17,202 | 17,202 | 17,271 | 17,271 | 231,789 CHF | 232,653 CHF | 99.40% | 99.40% |
10/07/2024 | 0.38% | 13.25 CHF | 13.30 CHF | 17,527 | 17,527 | 17,305 | 17,305 | 229,981 CHF | 230,847 CHF | 99.39% | 99.39% |
09/07/2024 | 0.38% | 13.00 CHF | 13.05 CHF | 17,625 | 17,625 | 17,292 | 17,292 | 230,076 CHF | 230,942 CHF | 99.76% | 99.76% |
08/07/2024 | 0.38% | 13.30 CHF | 13.35 CHF | 17,461 | 17,461 | 17,302 | 17,302 | 230,234 CHF | 231,100 CHF | 99.97% | 99.97% |
05/07/2024 | 0.39% | 13.45 CHF | 13.50 CHF | 17,368 | 17,368 | 17,487 | 17,487 | 228,052 CHF | 228,927 CHF | 99.78% | 99.78% |
04/07/2024 | 0.39% | 12.80 CHF | 12.85 CHF | 17,784 | 17,784 | 17,615 | 17,615 | 225,431 CHF | 226,313 CHF | 100.00% | 100.00% |
03/07/2024 | 0.40% | 12.95 CHF | 13.00 CHF | 17,708 | 17,708 | 17,644 | 17,644 | 224,367 CHF | 225,251 CHF | 99.97% | 99.97% |
02/07/2024 | 0.42% | 12.25 CHF | 12.30 CHF | 18,092 | 18,092 | 18,069 | 18,069 | 216,534 CHF | 217,438 CHF | 99.92% | 99.92% |