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 | 0.41% | 12.50 CHF | 12.55 CHF | 70,000 | 70,000 | 69,494 | 69,494 | 862,435 CHF | 865,912 CHF | 99.73% | 99.73% |
12/07/2024 | 0.41% | 12.30 CHF | 12.35 CHF | 70,000 | 70,000 | 69,495 | 69,495 | 842,635 CHF | 846,113 CHF | 99.75% | 99.75% |
11/07/2024 | 0.42% | 12.10 CHF | 12.15 CHF | 70,000 | 70,000 | 69,376 | 69,376 | 834,405 CHF | 837,877 CHF | 99.29% | 99.29% |
10/07/2024 | 0.43% | 11.75 CHF | 11.80 CHF | 70,000 | 70,000 | 69,467 | 69,467 | 811,132 CHF | 814,608 CHF | 99.81% | 99.81% |
09/07/2024 | 0.43% | 11.65 CHF | 11.70 CHF | 70,000 | 70,000 | 69,390 | 69,390 | 812,865 CHF | 816,338 CHF | 99.92% | 99.92% |
08/07/2024 | 0.43% | 11.85 CHF | 11.90 CHF | 70,000 | 70,000 | 69,534 | 69,534 | 818,972 CHF | 822,451 CHF | 99.70% | 99.70% |
05/07/2024 | 0.43% | 11.70 CHF | 11.75 CHF | 70,000 | 70,000 | 69,448 | 69,446 | 813,801 CHF | 817,258 CHF | 99.57% | 99.57% |
04/07/2024 | 0.43% | 11.75 CHF | 11.80 CHF | 70,000 | 70,000 | 69,503 | 69,503 | 819,821 CHF | 823,299 CHF | 99.75% | 99.75% |
03/07/2024 | 0.43% | 11.75 CHF | 11.80 CHF | 70,000 | 70,000 | 69,444 | 69,444 | 821,593 CHF | 825,068 CHF | 99.84% | 99.84% |
02/07/2024 | 0.44% | 11.65 CHF | 11.70 CHF | 70,000 | 70,000 | 69,344 | 69,343 | 803,159 CHF | 806,618 CHF | 100.00% | 100.00% |