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 | 0.45% | 11.45 CHF | 11.50 CHF | 17,607 | 17,607 | 17,579 | 17,579 | 197,407 CHF | 198,287 CHF | 99.99% | 99.99% |
12/07/2024 | 0.45% | 11.40 CHF | 11.45 CHF | 17,641 | 17,641 | 17,539 | 17,539 | 197,615 CHF | 198,493 CHF | 99.98% | 99.98% |
11/07/2024 | 0.43% | 12.00 CHF | 12.05 CHF | 17,205 | 17,205 | 17,273 | 17,273 | 201,050 CHF | 201,914 CHF | 99.08% | 99.08% |
10/07/2024 | 0.44% | 11.45 CHF | 11.50 CHF | 17,535 | 17,535 | 17,306 | 17,306 | 199,109 CHF | 199,975 CHF | 100.00% | 100.00% |
09/07/2024 | 0.44% | 11.25 CHF | 11.30 CHF | 17,627 | 17,627 | 17,293 | 17,293 | 199,310 CHF | 200,176 CHF | 100.00% | 100.00% |
08/07/2024 | 0.44% | 11.55 CHF | 11.60 CHF | 17,472 | 17,472 | 17,304 | 17,304 | 199,494 CHF | 200,360 CHF | 100.00% | 100.00% |
05/07/2024 | 0.45% | 11.70 CHF | 11.75 CHF | 17,382 | 17,382 | 17,489 | 17,489 | 196,985 CHF | 197,861 CHF | 99.61% | 99.61% |
04/07/2024 | 0.46% | 11.05 CHF | 11.10 CHF | 17,791 | 17,791 | 17,619 | 17,619 | 194,100 CHF | 194,982 CHF | 100.00% | 100.00% |
03/07/2024 | 0.46% | 11.15 CHF | 11.20 CHF | 17,695 | 17,695 | 17,645 | 17,645 | 192,826 CHF | 193,709 CHF | 100.00% | 100.00% |
02/07/2024 | 0.49% | 10.45 CHF | 10.50 CHF | 18,092 | 18,092 | 18,068 | 18,068 | 184,133 CHF | 185,037 CHF | 99.81% | 99.81% |