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% | 11.52 CHF | 11.53 CHF | 61,000 | 61,000 | 27,131 | 27,131 | 311,906 CHF | 312,263 CHF | 99.76% | 99.76% |
12/07/2024 | 0.14% | 11.79 CHF | 11.80 CHF | 60,000 | 60,000 | 27,034 | 27,034 | 309,755 CHF | 310,111 CHF | 99.88% | 99.88% |
11/07/2024 | 0.13% | 11.43 CHF | 11.44 CHF | 61,000 | 61,000 | 26,798 | 26,798 | 309,468 CHF | 309,822 CHF | 99.60% | 99.60% |
10/07/2024 | 0.14% | 11.52 CHF | 11.53 CHF | 61,000 | 61,000 | 27,123 | 27,123 | 307,336 CHF | 307,693 CHF | 99.77% | 99.77% |
09/07/2024 | 0.14% | 11.01 CHF | 11.02 CHF | 63,000 | 63,000 | 27,620 | 27,620 | 306,904 CHF | 307,266 CHF | 99.46% | 99.46% |
08/07/2024 | 0.15% | 10.77 CHF | 10.78 CHF | 64,000 | 64,000 | 28,028 | 28,028 | 301,443 CHF | 301,810 CHF | 99.71% | 99.71% |
05/07/2024 | 0.15% | 10.49 CHF | 10.50 CHF | 65,000 | 65,000 | 29,183 | 29,183 | 295,402 CHF | 295,785 CHF | 99.34% | 99.34% |
04/07/2024 | 0.15% | 9.82 CHF | 9.83 CHF | 24,000 | 24,000 | 20,318 | 20,318 | 201,021 CHF | 201,314 CHF | 97.59% | 97.59% |
03/07/2024 | 0.16% | 9.88 CHF | 9.89 CHF | 68,000 | 68,000 | 29,259 | 29,259 | 289,043 CHF | 289,428 CHF | 97.76% | 97.76% |
02/07/2024 | 0.17% | 9.43 CHF | 9.44 CHF | 70,000 | 70,000 | 30,613 | 30,613 | 285,261 CHF | 285,663 CHF | 99.99% | 99.99% |