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% | 12.10 CHF | 12.11 CHF | 61,000 | 61,000 | 27,200 | 27,200 | 328,683 CHF | 329,041 CHF | 99.99% | 99.99% |
12/07/2024 | 0.13% | 12.37 CHF | 12.38 CHF | 60,000 | 60,000 | 27,074 | 27,074 | 326,141 CHF | 326,497 CHF | 99.99% | 99.99% |
11/07/2024 | 0.13% | 12.02 CHF | 12.03 CHF | 61,000 | 61,000 | 26,901 | 26,901 | 326,486 CHF | 326,841 CHF | 99.91% | 99.91% |
10/07/2024 | 0.13% | 12.11 CHF | 12.12 CHF | 61,000 | 61,000 | 27,185 | 27,185 | 324,082 CHF | 324,440 CHF | 99.95% | 99.95% |
09/07/2024 | 0.13% | 11.60 CHF | 11.61 CHF | 63,000 | 63,000 | 27,671 | 27,671 | 323,797 CHF | 324,160 CHF | 99.73% | 99.73% |
08/07/2024 | 0.14% | 11.36 CHF | 11.37 CHF | 64,000 | 64,000 | 28,130 | 28,130 | 319,134 CHF | 319,502 CHF | 100.00% | 100.00% |
05/07/2024 | 0.15% | 11.08 CHF | 11.09 CHF | 65,000 | 65,000 | 29,193 | 29,193 | 312,757 CHF | 313,140 CHF | 99.38% | 99.38% |
04/07/2024 | 0.15% | 10.41 CHF | 10.42 CHF | 24,000 | 24,000 | 20,318 | 20,318 | 213,067 CHF | 213,359 CHF | 97.60% | 97.60% |
03/07/2024 | 0.15% | 10.47 CHF | 10.48 CHF | 68,000 | 68,000 | 29,582 | 29,582 | 309,779 CHF | 310,166 CHF | 98.81% | 98.81% |
02/07/2024 | 0.16% | 10.02 CHF | 10.03 CHF | 70,000 | 70,000 | 30,598 | 30,598 | 303,340 CHF | 303,742 CHF | 99.95% | 99.95% |