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% | 11.66 CHF | 11.67 CHF | 61,000 | 61,000 | 27,196 | 27,196 | 316,595 CHF | 316,953 CHF | 99.98% | 99.98% |
12/07/2024 | 0.13% | 11.93 CHF | 11.94 CHF | 60,000 | 60,000 | 27,074 | 27,074 | 314,148 CHF | 314,504 CHF | 99.99% | 99.99% |
11/07/2024 | 0.13% | 11.57 CHF | 11.58 CHF | 61,000 | 61,000 | 26,889 | 26,889 | 314,426 CHF | 314,781 CHF | 99.96% | 99.96% |
10/07/2024 | 0.14% | 11.67 CHF | 11.68 CHF | 61,000 | 61,000 | 27,182 | 27,182 | 311,979 CHF | 312,337 CHF | 99.94% | 99.94% |
09/07/2024 | 0.14% | 11.15 CHF | 11.16 CHF | 63,000 | 63,000 | 27,664 | 27,664 | 311,441 CHF | 311,804 CHF | 99.71% | 99.71% |
08/07/2024 | 0.14% | 10.91 CHF | 10.92 CHF | 64,000 | 64,000 | 28,125 | 28,125 | 306,629 CHF | 306,998 CHF | 100.00% | 100.00% |
05/07/2024 | 0.15% | 10.64 CHF | 10.65 CHF | 65,000 | 65,000 | 29,191 | 29,191 | 299,785 CHF | 300,168 CHF | 99.36% | 99.36% |
04/07/2024 | 0.15% | 9.96 CHF | 9.97 CHF | 24,000 | 24,000 | 20,318 | 20,318 | 204,021 CHF | 204,313 CHF | 97.60% | 97.60% |
03/07/2024 | 0.15% | 10.03 CHF | 10.04 CHF | 68,000 | 68,000 | 29,580 | 29,580 | 296,618 CHF | 297,006 CHF | 98.80% | 98.80% |
02/07/2024 | 0.16% | 9.58 CHF | 9.59 CHF | 70,000 | 70,000 | 30,580 | 30,580 | 289,517 CHF | 289,919 CHF | 99.90% | 99.90% |