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% | 12.17 CHF | 12.18 CHF | 89,000 | 89,000 | 49,597 | 49,597 | 599,111 CHF | 599,608 CHF | 98.87% | 98.87% |
12/07/2024 | 0.09% | 11.89 CHF | 11.90 CHF | 90,000 | 90,000 | 50,711 | 50,711 | 593,356 CHF | 593,864 CHF | 99.99% | 99.99% |
11/07/2024 | 0.09% | 11.53 CHF | 11.54 CHF | 93,000 | 93,000 | 49,834 | 49,834 | 590,787 CHF | 591,289 CHF | 99.98% | 99.98% |
10/07/2024 | 0.09% | 11.86 CHF | 11.87 CHF | 90,000 | 90,000 | 50,321 | 50,321 | 593,266 CHF | 593,771 CHF | 99.89% | 99.89% |
09/07/2024 | 0.09% | 11.64 CHF | 11.65 CHF | 92,000 | 92,000 | 50,923 | 50,923 | 592,731 CHF | 593,241 CHF | 99.43% | 99.43% |
08/07/2024 | 0.09% | 11.51 CHF | 11.52 CHF | 93,000 | 93,000 | 51,270 | 51,270 | 589,976 CHF | 590,490 CHF | 100.00% | 100.00% |
05/07/2024 | 0.09% | 11.41 CHF | 11.42 CHF | 93,000 | 93,000 | 51,883 | 51,883 | 584,438 CHF | 584,958 CHF | 99.35% | 99.35% |
04/07/2024 | 0.09% | 11.17 CHF | 11.18 CHF | 47,000 | 47,000 | 42,227 | 42,227 | 472,318 CHF | 472,741 CHF | 99.50% | 99.50% |
03/07/2024 | 0.09% | 11.15 CHF | 11.16 CHF | 95,000 | 95,000 | 52,505 | 52,505 | 583,995 CHF | 584,521 CHF | 99.32% | 99.32% |
02/07/2024 | 0.09% | 11.14 CHF | 11.15 CHF | 95,000 | 95,000 | 53,302 | 53,302 | 582,646 CHF | 583,180 CHF | 100.00% | 100.00% |