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% | 12.60 CHF | 12.61 CHF | 89,000 | 89,000 | 49,597 | 49,597 | 620,690 CHF | 621,187 CHF | 98.87% | 98.87% |
12/07/2024 | 0.08% | 12.32 CHF | 12.33 CHF | 90,000 | 90,000 | 50,708 | 50,708 | 615,361 CHF | 615,870 CHF | 99.98% | 99.98% |
11/07/2024 | 0.08% | 11.96 CHF | 11.97 CHF | 93,000 | 93,000 | 49,821 | 49,821 | 612,309 CHF | 612,811 CHF | 99.95% | 99.95% |
10/07/2024 | 0.08% | 12.29 CHF | 12.30 CHF | 90,000 | 90,000 | 50,321 | 50,321 | 615,224 CHF | 615,729 CHF | 99.89% | 99.89% |
09/07/2024 | 0.08% | 12.07 CHF | 12.08 CHF | 92,000 | 92,000 | 50,921 | 50,921 | 614,929 CHF | 615,439 CHF | 99.43% | 99.43% |
08/07/2024 | 0.09% | 11.95 CHF | 11.96 CHF | 93,000 | 93,000 | 51,265 | 51,265 | 612,193 CHF | 612,707 CHF | 99.99% | 99.99% |
05/07/2024 | 0.09% | 11.84 CHF | 11.85 CHF | 93,000 | 93,000 | 51,881 | 51,881 | 607,019 CHF | 607,539 CHF | 99.34% | 99.34% |
04/07/2024 | 0.09% | 11.61 CHF | 11.62 CHF | 47,000 | 47,000 | 42,227 | 42,227 | 490,789 CHF | 491,211 CHF | 99.49% | 99.49% |
03/07/2024 | 0.09% | 11.59 CHF | 11.60 CHF | 95,000 | 95,000 | 52,485 | 52,485 | 606,728 CHF | 607,254 CHF | 99.27% | 99.27% |
02/07/2024 | 0.09% | 11.58 CHF | 11.59 CHF | 95,000 | 95,000 | 53,290 | 53,290 | 605,859 CHF | 606,393 CHF | 99.97% | 99.97% |