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 | 0.42% | 12.25 CHF | 12.30 CHF | 17,625 | 17,625 | 17,575 | 17,575 | 211,837 CHF | 212,717 CHF | 99.88% | 99.88% |
12/07/2024 | 0.42% | 12.20 CHF | 12.25 CHF | 17,643 | 17,643 | 17,539 | 17,539 | 212,149 CHF | 213,026 CHF | 99.98% | 99.98% |
11/07/2024 | 0.40% | 12.85 CHF | 12.90 CHF | 17,202 | 17,202 | 17,274 | 17,274 | 215,396 CHF | 216,261 CHF | 99.82% | 99.82% |
10/07/2024 | 0.41% | 12.30 CHF | 12.35 CHF | 17,524 | 17,524 | 17,306 | 17,306 | 213,453 CHF | 214,319 CHF | 100.00% | 100.00% |
09/07/2024 | 0.41% | 12.05 CHF | 12.10 CHF | 17,625 | 17,625 | 17,292 | 17,292 | 213,584 CHF | 214,450 CHF | 99.81% | 99.81% |
08/07/2024 | 0.41% | 12.35 CHF | 12.40 CHF | 17,458 | 17,458 | 17,302 | 17,302 | 213,779 CHF | 214,645 CHF | 99.99% | 99.99% |
05/07/2024 | 0.42% | 12.50 CHF | 12.55 CHF | 17,369 | 17,369 | 17,488 | 17,488 | 211,381 CHF | 212,257 CHF | 99.85% | 99.85% |
04/07/2024 | 0.43% | 11.85 CHF | 11.90 CHF | 17,782 | 17,782 | 17,615 | 17,615 | 208,608 CHF | 209,489 CHF | 100.00% | 100.00% |
03/07/2024 | 0.43% | 12.00 CHF | 12.05 CHF | 17,711 | 17,711 | 17,644 | 17,644 | 207,487 CHF | 208,371 CHF | 100.00% | 100.00% |
02/07/2024 | 0.46% | 11.30 CHF | 11.35 CHF | 18,084 | 18,084 | 18,067 | 18,067 | 199,202 CHF | 200,107 CHF | 99.98% | 99.98% |