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 | 0.22% | 12.61 CHF | 12.64 CHF | 45,800 | 45,800 | 45,800 | 45,800 | 612,715 CHF | 614,089 CHF | 99.98% | 99.98% |
12/07/2024 | 0.14% | 14.95 CHF | 14.97 CHF | 52,100 | 52,100 | 52,100 | 52,100 | 726,699 CHF | 727,741 CHF | 100.00% | 100.00% |
11/07/2024 | 0.16% | 13.00 CHF | 13.02 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 699,983 CHF | 701,103 CHF | 99.96% | 99.96% |
10/07/2024 | 0.18% | 11.82 CHF | 11.84 CHF | 61,200 | 61,200 | 61,200 | 61,200 | 696,680 CHF | 697,904 CHF | 99.99% | 99.99% |
09/07/2024 | 0.17% | 10.34 CHF | 10.36 CHF | 50,500 | 50,500 | 50,444 | 50,444 | 589,459 CHF | 590,469 CHF | 99.99% | 99.99% |
08/07/2024 | 0.21% | 13.38 CHF | 13.41 CHF | 46,800 | 46,800 | 46,800 | 46,800 | 680,228 CHF | 681,632 CHF | 99.50% | 99.50% |
05/07/2024 | 0.20% | 14.06 CHF | 14.09 CHF | 45,400 | 45,400 | 45,400 | 45,400 | 685,393 CHF | 686,755 CHF | 99.64% | 99.64% |
04/07/2024 | 0.14% | 14.86 CHF | 14.88 CHF | 49,500 | 49,500 | 49,500 | 49,500 | 722,176 CHF | 723,166 CHF | 99.27% | 99.27% |
03/07/2024 | 0.15% | 13.61 CHF | 13.63 CHF | 56,100 | 56,100 | 56,100 | 56,100 | 752,840 CHF | 753,962 CHF | 100.00% | 100.00% |
02/07/2024 | 0.18% | 11.69 CHF | 11.71 CHF | 54,200 | 54,200 | 54,200 | 54,200 | 601,760 CHF | 602,844 CHF | 99.99% | 99.99% |