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 | 0.58% | 13.32 CHF | 13.35 CHF | 150,000 | 150,000 | 123,020 | 123,020 | 1,587,080 CHF | 1,591,140 CHF | 100.00% | 100.00% |
12/07/2024 | 0.56% | 13.29 CHF | 13.32 CHF | 150,000 | 150,000 | 123,052 | 123,052 | 1,657,530 CHF | 1,661,590 CHF | 100.00% | 100.00% |
11/07/2024 | 0.59% | 13.07 CHF | 13.10 CHF | 150,000 | 150,000 | 123,005 | 123,005 | 1,600,020 CHF | 1,604,080 CHF | 100.00% | 100.00% |
10/07/2024 | 0.58% | 12.94 CHF | 12.97 CHF | 150,000 | 150,000 | 123,008 | 123,008 | 1,585,380 CHF | 1,589,430 CHF | 100.00% | 100.00% |
09/07/2024 | 0.61% | 12.53 CHF | 12.56 CHF | 150,000 | 150,000 | 122,898 | 122,898 | 1,504,280 CHF | 1,508,340 CHF | 100.00% | 100.00% |
08/07/2024 | 0.61% | 12.06 CHF | 12.09 CHF | 150,000 | 150,000 | 123,024 | 123,024 | 1,530,050 CHF | 1,534,100 CHF | 100.00% | 100.00% |
05/07/2024 | 0.74% | 12.18 CHF | 12.21 CHF | 150,000 | 150,000 | 122,083 | 122,083 | 1,479,490 CHF | 1,483,310 CHF | 100.00% | 100.00% |
04/07/2024 | 1.60% | 12.23 CHF | 12.38 CHF | 15,000 | 15,000 | 12,302 | 12,302 | 150,517 CHF | 152,400 CHF | 100.00% | 100.00% |
03/07/2024 | 0.63% | 12.55 CHF | 12.58 CHF | 150,000 | 150,000 | 123,045 | 123,045 | 1,551,060 CHF | 1,555,130 CHF | 100.00% | 100.00% |
02/07/2024 | 0.67% | 12.01 CHF | 12.04 CHF | 150,000 | 150,000 | 123,017 | 123,017 | 1,428,190 CHF | 1,432,260 CHF | 100.00% | 100.00% |