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 | 0.73% | 12.20 CHF | 12.29 CHF | 16,393 | 16,273 | 16,327 | 16,208 | 199,992 CHF | 199,995 CHF | 99.98% | 99.98% |
12/07/2024 | 0.73% | 12.40 CHF | 12.49 CHF | 16,129 | 15,918 | 16,221 | 16,026 | 199,993 CHF | 199,024 CHF | 99.99% | 99.99% |
11/07/2024 | 0.74% | 12.22 CHF | 12.31 CHF | 16,366 | 16,246 | 16,569 | 16,447 | 199,994 CHF | 199,994 CHF | 99.98% | 99.98% |
10/07/2024 | 0.75% | 12.01 CHF | 12.10 CHF | 16,652 | 16,528 | 16,723 | 16,598 | 199,994 CHF | 199,994 CHF | 99.99% | 99.99% |
09/07/2024 | 0.75% | 11.93 CHF | 12.02 CHF | 16,764 | 16,638 | 16,645 | 16,521 | 199,993 CHF | 199,994 CHF | 99.99% | 99.99% |
08/07/2024 | 0.74% | 12.07 CHF | 12.16 CHF | 16,570 | 16,447 | 16,610 | 16,487 | 199,995 CHF | 199,994 CHF | 100.00% | 100.00% |
05/07/2024 | 0.74% | 12.05 CHF | 12.14 CHF | 16,584 | 16,354 | 16,578 | 16,347 | 199,852 CHF | 198,543 CHF | 99.98% | 99.98% |
04/07/2024 | 0.75% | 12.03 CHF | 12.12 CHF | 16,625 | 16,491 | 16,650 | 16,517 | 199,993 CHF | 199,875 CHF | 100.00% | 100.00% |
03/07/2024 | 0.76% | 12.03 CHF | 12.12 CHF | 16,625 | 16,461 | 16,911 | 16,779 | 199,993 CHF | 199,943 CHF | 100.00% | 100.00% |
02/07/2024 | 0.76% | 11.71 CHF | 11.80 CHF | 17,079 | 16,949 | 17,031 | 16,902 | 199,994 CHF | 199,994 CHF | 100.00% | 100.00% |