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 | 0.43% | 11.50 CHF | 11.55 CHF | 52,000 | 52,000 | 50,625 | 50,625 | 596,175 CHF | 598,709 CHF | 100.00% | 100.00% |
12/07/2024 | 0.43% | 11.80 CHF | 11.85 CHF | 53,000 | 53,000 | 52,502 | 52,502 | 611,067 CHF | 613,695 CHF | 100.00% | 100.00% |
11/07/2024 | 0.44% | 11.40 CHF | 11.45 CHF | 54,000 | 54,000 | 53,501 | 53,501 | 607,943 CHF | 610,621 CHF | 99.26% | 99.26% |
10/07/2024 | 0.47% | 11.00 CHF | 11.05 CHF | 56,000 | 56,000 | 56,374 | 56,374 | 605,241 CHF | 608,062 CHF | 100.00% | 100.00% |
09/07/2024 | 0.47% | 10.65 CHF | 10.70 CHF | 56,000 | 56,000 | 55,513 | 55,513 | 600,519 CHF | 603,297 CHF | 100.00% | 100.00% |
08/07/2024 | 0.47% | 10.65 CHF | 10.70 CHF | 57,000 | 57,000 | 56,464 | 56,464 | 602,949 CHF | 605,775 CHF | 100.00% | 100.00% |
05/07/2024 | 0.47% | 10.50 CHF | 10.55 CHF | 56,000 | 56,000 | 55,472 | 55,472 | 596,471 CHF | 599,248 CHF | 99.76% | 99.76% |
04/07/2024 | 0.47% | 10.80 CHF | 10.85 CHF | 57,000 | 57,000 | 56,465 | 56,465 | 603,716 CHF | 606,542 CHF | 100.00% | 100.00% |
03/07/2024 | 0.48% | 10.60 CHF | 10.65 CHF | 57,000 | 57,000 | 56,465 | 56,465 | 597,994 CHF | 600,820 CHF | 100.00% | 100.00% |
02/07/2024 | 0.49% | 10.50 CHF | 10.55 CHF | 56,000 | 56,000 | 56,456 | 56,456 | 582,032 CHF | 584,858 CHF | 99.82% | 99.82% |