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 | 0.44% | 11.45 CHF | 11.50 CHF | 80,000 | 80,000 | 79,422 | 79,422 | 903,738 CHF | 907,713 CHF | 99.75% | 99.75% |
12/07/2024 | 0.45% | 11.25 CHF | 11.30 CHF | 80,000 | 80,000 | 79,423 | 79,423 | 881,860 CHF | 885,834 CHF | 99.76% | 99.76% |
11/07/2024 | 0.46% | 11.05 CHF | 11.10 CHF | 80,000 | 80,000 | 79,291 | 79,291 | 871,481 CHF | 875,449 CHF | 99.87% | 99.87% |
10/07/2024 | 0.47% | 10.70 CHF | 10.75 CHF | 80,000 | 80,000 | 79,398 | 79,398 | 844,880 CHF | 848,853 CHF | 99.79% | 99.79% |
09/07/2024 | 0.47% | 10.60 CHF | 10.65 CHF | 80,000 | 80,000 | 79,309 | 79,307 | 847,165 CHF | 851,116 CHF | 99.87% | 99.87% |
08/07/2024 | 0.47% | 10.85 CHF | 10.90 CHF | 80,000 | 80,000 | 79,473 | 79,473 | 853,719 CHF | 857,696 CHF | 99.69% | 99.69% |
05/07/2024 | 0.47% | 10.70 CHF | 10.75 CHF | 80,000 | 80,000 | 79,376 | 79,374 | 848,266 CHF | 852,216 CHF | 99.82% | 99.82% |
04/07/2024 | 0.47% | 10.75 CHF | 10.80 CHF | 80,000 | 80,000 | 79,438 | 79,438 | 854,902 CHF | 858,878 CHF | 99.74% | 99.74% |
03/07/2024 | 0.47% | 10.70 CHF | 10.75 CHF | 80,000 | 80,000 | 79,370 | 79,370 | 857,198 CHF | 861,170 CHF | 99.83% | 99.83% |
02/07/2024 | 0.48% | 10.60 CHF | 10.65 CHF | 80,000 | 80,000 | 79,248 | 79,245 | 835,928 CHF | 839,866 CHF | 99.72% | 99.72% |