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 | 0.40% | 12.85 CHF | 12.90 CHF | 17,617 | 17,617 | 17,576 | 17,576 | 222,199 CHF | 223,079 CHF | 99.98% | 99.98% |
12/07/2024 | 0.40% | 12.80 CHF | 12.85 CHF | 17,637 | 17,637 | 17,541 | 17,541 | 222,494 CHF | 223,372 CHF | 99.98% | 99.98% |
11/07/2024 | 0.39% | 13.45 CHF | 13.50 CHF | 17,202 | 17,202 | 17,275 | 17,275 | 225,583 CHF | 226,447 CHF | 99.51% | 99.51% |
10/07/2024 | 0.39% | 12.90 CHF | 12.95 CHF | 17,517 | 17,517 | 17,306 | 17,306 | 223,629 CHF | 224,495 CHF | 100.00% | 100.00% |
09/07/2024 | 0.39% | 12.65 CHF | 12.70 CHF | 17,625 | 17,625 | 17,293 | 17,293 | 223,786 CHF | 224,652 CHF | 99.89% | 99.89% |
08/07/2024 | 0.39% | 12.95 CHF | 13.00 CHF | 17,451 | 17,451 | 17,300 | 17,300 | 223,933 CHF | 224,799 CHF | 100.00% | 100.00% |
05/07/2024 | 0.40% | 13.10 CHF | 13.15 CHF | 17,388 | 17,388 | 17,489 | 17,489 | 221,662 CHF | 222,538 CHF | 99.66% | 99.66% |
04/07/2024 | 0.41% | 12.45 CHF | 12.50 CHF | 17,791 | 17,791 | 17,616 | 17,616 | 219,059 CHF | 219,941 CHF | 100.00% | 100.00% |
03/07/2024 | 0.41% | 12.60 CHF | 12.65 CHF | 17,705 | 17,705 | 17,645 | 17,645 | 217,940 CHF | 218,824 CHF | 99.95% | 99.95% |
02/07/2024 | 0.43% | 11.90 CHF | 11.95 CHF | 18,078 | 18,078 | 18,068 | 18,068 | 209,875 CHF | 210,779 CHF | 99.75% | 99.75% |