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 | 0.14% | 11.29 CHF | 11.30 CHF | 61,000 | 61,000 | 27,131 | 27,131 | 305,691 CHF | 306,048 CHF | 99.75% | 99.75% |
12/07/2024 | 0.14% | 11.56 CHF | 11.57 CHF | 60,000 | 60,000 | 27,025 | 27,025 | 303,472 CHF | 303,828 CHF | 99.85% | 99.85% |
11/07/2024 | 0.14% | 11.20 CHF | 11.21 CHF | 61,000 | 61,000 | 26,794 | 26,794 | 303,309 CHF | 303,663 CHF | 99.68% | 99.68% |
10/07/2024 | 0.14% | 11.29 CHF | 11.30 CHF | 61,000 | 61,000 | 27,123 | 27,123 | 301,100 CHF | 301,457 CHF | 99.77% | 99.77% |
09/07/2024 | 0.14% | 10.78 CHF | 10.79 CHF | 63,000 | 63,000 | 27,621 | 27,621 | 300,595 CHF | 300,957 CHF | 99.47% | 99.47% |
08/07/2024 | 0.15% | 10.54 CHF | 10.55 CHF | 64,000 | 64,000 | 28,031 | 28,031 | 295,064 CHF | 295,432 CHF | 99.72% | 99.72% |
05/07/2024 | 0.16% | 10.26 CHF | 10.27 CHF | 65,000 | 65,000 | 29,182 | 29,182 | 288,679 CHF | 289,062 CHF | 99.34% | 99.34% |
04/07/2024 | 0.16% | 9.59 CHF | 9.60 CHF | 24,000 | 24,000 | 20,318 | 20,318 | 196,354 CHF | 196,647 CHF | 97.59% | 97.59% |
03/07/2024 | 0.16% | 9.65 CHF | 9.66 CHF | 68,000 | 68,000 | 29,263 | 29,263 | 282,353 CHF | 282,738 CHF | 97.79% | 97.79% |
02/07/2024 | 0.17% | 9.20 CHF | 9.21 CHF | 70,000 | 70,000 | 30,615 | 30,615 | 278,194 CHF | 278,596 CHF | 99.99% | 99.99% |