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 | 0.23% | 13.15 CHF | 13.18 CHF | 23,300 | 23,300 | 23,420 | 23,420 | 303,605 CHF | 304,308 CHF | 100.00% | 100.00% |
12/07/2024 | 0.23% | 12.92 CHF | 12.95 CHF | 23,500 | 23,500 | 23,500 | 23,500 | 302,093 CHF | 302,798 CHF | 100.00% | 100.00% |
11/07/2024 | 0.24% | 12.51 CHF | 12.54 CHF | 23,500 | 23,500 | 23,860 | 23,860 | 302,645 CHF | 303,361 CHF | 99.97% | 99.97% |
10/07/2024 | 0.24% | 12.69 CHF | 12.72 CHF | 24,100 | 24,100 | 24,280 | 24,280 | 302,347 CHF | 303,076 CHF | 100.00% | 100.00% |
09/07/2024 | 0.24% | 12.28 CHF | 12.31 CHF | 24,400 | 24,400 | 24,433 | 24,433 | 303,098 CHF | 303,831 CHF | 100.00% | 100.00% |
08/07/2024 | 0.24% | 12.42 CHF | 12.45 CHF | 24,500 | 24,500 | 24,260 | 24,260 | 298,515 CHF | 299,243 CHF | 100.00% | 100.00% |
05/07/2024 | 0.24% | 12.42 CHF | 12.45 CHF | 24,100 | 24,100 | 24,280 | 24,280 | 303,635 CHF | 304,363 CHF | 99.77% | 99.77% |
04/07/2024 | 0.24% | 12.54 CHF | 12.57 CHF | 24,400 | 24,400 | 24,340 | 24,340 | 303,968 CHF | 304,698 CHF | 100.00% | 100.00% |
03/07/2024 | 0.24% | 12.58 CHF | 12.61 CHF | 24,300 | 24,300 | 24,659 | 24,659 | 306,959 CHF | 307,699 CHF | 99.99% | 99.99% |
02/07/2024 | 0.25% | 12.21 CHF | 12.24 CHF | 24,900 | 24,900 | 24,960 | 24,960 | 302,049 CHF | 302,798 CHF | 99.98% | 99.98% |