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 | 0.40% | 12.65 CHF | 12.70 CHF | 70,000 | 70,000 | 69,343 | 69,340 | 870,820 CHF | 874,254 CHF | 99.99% | 99.99% |
12/07/2024 | 0.41% | 12.45 CHF | 12.50 CHF | 70,000 | 70,000 | 69,495 | 69,495 | 852,974 CHF | 856,452 CHF | 99.74% | 99.74% |
11/07/2024 | 0.41% | 12.25 CHF | 12.30 CHF | 70,000 | 70,000 | 69,379 | 69,379 | 844,815 CHF | 848,287 CHF | 99.90% | 99.90% |
10/07/2024 | 0.43% | 11.90 CHF | 11.95 CHF | 70,000 | 70,000 | 69,467 | 69,467 | 821,503 CHF | 824,979 CHF | 99.80% | 99.80% |
09/07/2024 | 0.42% | 11.80 CHF | 11.85 CHF | 70,000 | 70,000 | 69,389 | 69,389 | 823,210 CHF | 826,683 CHF | 99.90% | 99.90% |
08/07/2024 | 0.42% | 12.00 CHF | 12.05 CHF | 70,000 | 70,000 | 69,533 | 69,533 | 829,248 CHF | 832,727 CHF | 99.70% | 99.70% |
05/07/2024 | 0.42% | 11.85 CHF | 11.90 CHF | 70,000 | 70,000 | 69,447 | 69,446 | 824,072 CHF | 827,526 CHF | 99.57% | 99.57% |
04/07/2024 | 0.42% | 11.90 CHF | 11.95 CHF | 70,000 | 70,000 | 69,503 | 69,503 | 830,219 CHF | 833,697 CHF | 99.75% | 99.75% |
03/07/2024 | 0.42% | 11.90 CHF | 11.95 CHF | 70,000 | 70,000 | 69,444 | 69,444 | 831,962 CHF | 835,437 CHF | 99.84% | 99.84% |
02/07/2024 | 0.43% | 11.80 CHF | 11.85 CHF | 70,000 | 70,000 | 69,344 | 69,343 | 813,536 CHF | 816,996 CHF | 100.00% | 100.00% |