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 | 0.37% | 13.70 CHF | 13.75 CHF | 60,000 | 60,000 | 59,439 | 59,434 | 807,706 CHF | 810,621 CHF | 100.00% | 100.00% |
12/07/2024 | 0.38% | 13.50 CHF | 13.55 CHF | 60,000 | 60,000 | 59,567 | 59,567 | 792,877 CHF | 795,857 CHF | 99.77% | 99.77% |
11/07/2024 | 0.38% | 13.25 CHF | 13.30 CHF | 60,000 | 60,000 | 59,471 | 59,471 | 785,546 CHF | 788,523 CHF | 98.87% | 98.87% |
10/07/2024 | 0.39% | 12.90 CHF | 12.95 CHF | 60,000 | 60,000 | 59,540 | 59,540 | 765,454 CHF | 768,434 CHF | 99.82% | 99.82% |
09/07/2024 | 0.39% | 12.80 CHF | 12.85 CHF | 60,000 | 60,000 | 59,474 | 59,474 | 767,396 CHF | 770,372 CHF | 99.95% | 99.95% |
08/07/2024 | 0.39% | 13.05 CHF | 13.10 CHF | 60,000 | 60,000 | 59,597 | 59,597 | 771,800 CHF | 774,782 CHF | 99.72% | 99.72% |
05/07/2024 | 0.39% | 12.90 CHF | 12.95 CHF | 60,000 | 60,000 | 59,525 | 59,524 | 767,638 CHF | 770,597 CHF | 99.85% | 99.85% |
04/07/2024 | 0.39% | 12.95 CHF | 13.00 CHF | 60,000 | 60,000 | 59,571 | 59,571 | 773,491 CHF | 776,472 CHF | 99.76% | 99.76% |
03/07/2024 | 0.39% | 12.90 CHF | 12.95 CHF | 60,000 | 60,000 | 59,521 | 59,521 | 775,056 CHF | 778,035 CHF | 99.78% | 99.78% |
02/07/2024 | 0.39% | 12.85 CHF | 12.90 CHF | 60,000 | 60,000 | 59,439 | 59,436 | 759,079 CHF | 762,024 CHF | 99.92% | 99.92% |