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% | 11.44 CHF | 11.45 CHF | 61,000 | 61,000 | 27,199 | 27,199 | 310,551 CHF | 310,909 CHF | 99.95% | 99.95% |
12/07/2024 | 0.14% | 11.71 CHF | 11.72 CHF | 60,000 | 60,000 | 27,076 | 27,076 | 308,115 CHF | 308,472 CHF | 100.00% | 100.00% |
11/07/2024 | 0.14% | 11.35 CHF | 11.36 CHF | 61,000 | 61,000 | 26,897 | 26,897 | 308,527 CHF | 308,882 CHF | 99.98% | 99.98% |
10/07/2024 | 0.14% | 11.44 CHF | 11.45 CHF | 61,000 | 61,000 | 27,186 | 27,186 | 305,922 CHF | 306,280 CHF | 99.95% | 99.95% |
09/07/2024 | 0.14% | 10.93 CHF | 10.94 CHF | 63,000 | 63,000 | 27,678 | 27,678 | 305,417 CHF | 305,780 CHF | 99.67% | 99.67% |
08/07/2024 | 0.15% | 10.69 CHF | 10.70 CHF | 64,000 | 64,000 | 28,130 | 28,130 | 300,400 CHF | 300,768 CHF | 100.00% | 100.00% |
05/07/2024 | 0.16% | 10.42 CHF | 10.43 CHF | 65,000 | 65,000 | 29,192 | 29,192 | 293,265 CHF | 293,648 CHF | 99.37% | 99.37% |
04/07/2024 | 0.16% | 9.74 CHF | 9.75 CHF | 24,000 | 24,000 | 20,318 | 20,318 | 199,469 CHF | 199,761 CHF | 97.60% | 97.60% |
03/07/2024 | 0.16% | 9.80 CHF | 9.81 CHF | 68,000 | 68,000 | 29,583 | 29,583 | 289,985 CHF | 290,373 CHF | 98.81% | 98.81% |
02/07/2024 | 0.17% | 9.35 CHF | 9.36 CHF | 70,000 | 70,000 | 30,610 | 30,610 | 282,925 CHF | 283,327 CHF | 99.94% | 99.94% |