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 | 2.33% | 11.70 CHF | 11.85 CHF | 30,000 | 30,000 | 14,523 | 11,427 | 164,766 CHF | 132,412 CHF | 95.52% | 95.52% |
12/07/2024 | 2.31% | 11.42 CHF | 11.57 CHF | 30,000 | 30,000 | 14,355 | 11,226 | 163,608 CHF | 130,163 CHF | 99.10% | 99.10% |
11/07/2024 | 2.05% | 11.47 CHF | 11.62 CHF | 30,000 | 30,000 | 14,403 | 11,284 | 180,672 CHF | 142,466 CHF | 97.58% | 97.58% |
10/07/2024 | 2.12% | 12.37 CHF | 12.52 CHF | 30,000 | 30,000 | 14,410 | 11,292 | 180,304 CHF | 143,829 CHF | 97.93% | 97.93% |
09/07/2024 | 2.00% | 12.81 CHF | 12.96 CHF | 30,000 | 30,000 | 14,338 | 11,206 | 188,473 CHF | 149,164 CHF | 99.53% | 99.53% |
08/07/2024 | 1.97% | 13.14 CHF | 13.29 CHF | 30,000 | 30,000 | 14,422 | 11,306 | 192,027 CHF | 152,532 CHF | 97.75% | 97.75% |
05/07/2024 | 2.09% | 13.28 CHF | 13.43 CHF | 30,000 | 30,000 | 14,520 | 11,423 | 186,066 CHF | 149,660 CHF | 95.37% | 95.37% |
04/07/2024 | 2.36% | 12.37 CHF | 12.67 CHF | 10,000 | 6,000 | 10,000 | 6,000 | 125,587 CHF | 77,152 CHF | 90.25% | 90.25% |
03/07/2024 | 2.14% | 12.51 CHF | 12.66 CHF | 30,000 | 30,000 | 14,435 | 11,323 | 178,062 CHF | 142,111 CHF | 97.18% | 97.18% |
02/07/2024 | 2.22% | 12.11 CHF | 12.26 CHF | 30,000 | 30,000 | 14,365 | 11,239 | 171,672 CHF | 136,994 CHF | 98.61% | 98.61% |