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% | 12.32 CHF | 12.33 CHF | 61,000 | 61,000 | 27,200 | 27,200 | 334,626 CHF | 334,984 CHF | 99.95% | 99.95% |
12/07/2024 | 0.13% | 12.59 CHF | 12.60 CHF | 60,000 | 60,000 | 27,074 | 27,074 | 332,028 CHF | 332,385 CHF | 99.99% | 99.99% |
11/07/2024 | 0.13% | 12.23 CHF | 12.24 CHF | 61,000 | 61,000 | 26,886 | 26,886 | 332,156 CHF | 332,511 CHF | 99.86% | 99.86% |
10/07/2024 | 0.13% | 12.33 CHF | 12.34 CHF | 61,000 | 61,000 | 27,186 | 27,186 | 330,032 CHF | 330,390 CHF | 99.95% | 99.95% |
09/07/2024 | 0.13% | 11.81 CHF | 11.82 CHF | 63,000 | 63,000 | 27,674 | 27,674 | 329,874 CHF | 330,237 CHF | 99.74% | 99.74% |
08/07/2024 | 0.13% | 11.57 CHF | 11.58 CHF | 64,000 | 64,000 | 28,131 | 28,131 | 325,290 CHF | 325,658 CHF | 100.00% | 100.00% |
05/07/2024 | 0.14% | 11.30 CHF | 11.31 CHF | 65,000 | 65,000 | 29,182 | 29,182 | 319,013 CHF | 319,396 CHF | 99.34% | 99.34% |
04/07/2024 | 0.14% | 10.63 CHF | 10.64 CHF | 24,000 | 24,000 | 20,317 | 20,317 | 217,512 CHF | 217,805 CHF | 97.59% | 97.59% |
03/07/2024 | 0.14% | 10.69 CHF | 10.70 CHF | 68,000 | 68,000 | 29,582 | 29,582 | 316,254 CHF | 316,641 CHF | 98.81% | 98.81% |
02/07/2024 | 0.15% | 10.24 CHF | 10.25 CHF | 70,000 | 70,000 | 30,610 | 30,610 | 310,184 CHF | 310,586 CHF | 99.94% | 99.94% |