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 | 0.09% | 12.07 CHF | 12.08 CHF | 89,000 | 89,000 | 50,320 | 50,320 | 603,046 CHF | 603,550 CHF | 91.98% | 91.98% |
12/07/2024 | 0.09% | 11.79 CHF | 11.80 CHF | 90,000 | 90,000 | 50,705 | 50,705 | 588,497 CHF | 589,005 CHF | 99.97% | 99.97% |
11/07/2024 | 0.09% | 11.43 CHF | 11.44 CHF | 93,000 | 93,000 | 49,827 | 49,827 | 586,008 CHF | 586,509 CHF | 99.96% | 99.96% |
10/07/2024 | 0.09% | 11.76 CHF | 11.77 CHF | 90,000 | 90,000 | 50,320 | 50,320 | 588,487 CHF | 588,992 CHF | 99.89% | 99.89% |
09/07/2024 | 0.09% | 11.54 CHF | 11.55 CHF | 92,000 | 92,000 | 50,858 | 50,858 | 587,180 CHF | 587,690 CHF | 99.28% | 99.28% |
08/07/2024 | 0.09% | 11.42 CHF | 11.43 CHF | 93,000 | 93,000 | 51,222 | 51,222 | 584,586 CHF | 585,099 CHF | 99.89% | 99.89% |
05/07/2024 | 0.09% | 11.31 CHF | 11.32 CHF | 93,000 | 93,000 | 51,883 | 51,883 | 579,520 CHF | 580,040 CHF | 99.35% | 99.35% |
04/07/2024 | 0.09% | 11.08 CHF | 11.09 CHF | 47,000 | 47,000 | 42,492 | 42,492 | 471,358 CHF | 471,783 CHF | 72.07% | 72.07% |
03/07/2024 | 0.09% | 11.06 CHF | 11.07 CHF | 95,000 | 95,000 | 50,263 | 50,263 | 554,377 CHF | 554,880 CHF | 84.95% | 84.95% |
02/07/2024 | 0.09% | 11.05 CHF | 11.06 CHF | 95,000 | 95,000 | 53,296 | 53,296 | 577,519 CHF | 578,053 CHF | 99.99% | 99.99% |