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 | 0.43% | 12.05 CHF | 12.10 CHF | 17,609 | 17,609 | 17,576 | 17,576 | 207,747 CHF | 208,627 CHF | 99.80% | 99.80% |
12/07/2024 | 0.43% | 12.00 CHF | 12.05 CHF | 17,651 | 17,651 | 17,540 | 17,540 | 208,004 CHF | 208,882 CHF | 99.97% | 99.97% |
11/07/2024 | 0.41% | 12.60 CHF | 12.65 CHF | 17,202 | 17,202 | 17,273 | 17,273 | 211,273 CHF | 212,138 CHF | 99.86% | 99.86% |
10/07/2024 | 0.42% | 12.05 CHF | 12.10 CHF | 17,531 | 17,531 | 17,307 | 17,307 | 209,372 CHF | 210,238 CHF | 100.00% | 100.00% |
09/07/2024 | 0.42% | 11.80 CHF | 11.85 CHF | 17,620 | 17,620 | 17,292 | 17,292 | 209,498 CHF | 210,363 CHF | 100.00% | 100.00% |
08/07/2024 | 0.42% | 12.10 CHF | 12.15 CHF | 17,464 | 17,464 | 17,302 | 17,302 | 209,692 CHF | 210,558 CHF | 100.00% | 100.00% |
05/07/2024 | 0.43% | 12.25 CHF | 12.30 CHF | 17,371 | 17,371 | 17,489 | 17,489 | 207,201 CHF | 208,076 CHF | 99.97% | 99.97% |
04/07/2024 | 0.43% | 11.65 CHF | 11.70 CHF | 17,789 | 17,789 | 17,617 | 17,617 | 204,453 CHF | 205,334 CHF | 100.00% | 100.00% |
03/07/2024 | 0.44% | 11.75 CHF | 11.80 CHF | 17,714 | 17,714 | 17,645 | 17,645 | 203,315 CHF | 204,199 CHF | 100.00% | 100.00% |
02/07/2024 | 0.47% | 11.05 CHF | 11.10 CHF | 18,094 | 18,094 | 18,069 | 18,069 | 194,892 CHF | 195,797 CHF | 99.93% | 99.93% |