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% | 13.18 CHF | 13.21 CHF | 150,000 | 150,000 | 123,019 | 123,019 | 1,570,560 CHF | 1,574,610 CHF | 100.00% | 100.00% |
12/07/2024 | 0.56% | 13.16 CHF | 13.19 CHF | 150,000 | 150,000 | 123,053 | 123,053 | 1,641,000 CHF | 1,645,050 CHF | 100.00% | 100.00% |
11/07/2024 | 0.59% | 12.94 CHF | 12.97 CHF | 150,000 | 150,000 | 122,999 | 122,999 | 1,583,430 CHF | 1,587,480 CHF | 99.99% | 99.99% |
10/07/2024 | 0.59% | 12.80 CHF | 12.83 CHF | 150,000 | 150,000 | 123,008 | 123,008 | 1,568,800 CHF | 1,572,850 CHF | 100.00% | 100.00% |
09/07/2024 | 0.62% | 12.39 CHF | 12.42 CHF | 150,000 | 150,000 | 122,901 | 122,901 | 1,487,760 CHF | 1,491,810 CHF | 100.00% | 100.00% |
08/07/2024 | 0.62% | 11.92 CHF | 11.95 CHF | 150,000 | 150,000 | 123,024 | 123,024 | 1,513,550 CHF | 1,517,610 CHF | 100.00% | 100.00% |
05/07/2024 | 0.75% | 12.05 CHF | 12.08 CHF | 150,000 | 150,000 | 122,083 | 122,083 | 1,463,020 CHF | 1,466,830 CHF | 100.00% | 100.00% |
04/07/2024 | 1.62% | 12.10 CHF | 12.25 CHF | 15,000 | 15,000 | 12,302 | 12,302 | 148,877 CHF | 150,760 CHF | 100.00% | 100.00% |
03/07/2024 | 0.63% | 12.42 CHF | 12.45 CHF | 150,000 | 150,000 | 123,046 | 123,046 | 1,534,400 CHF | 1,538,470 CHF | 100.00% | 100.00% |
02/07/2024 | 0.68% | 11.87 CHF | 11.90 CHF | 150,000 | 150,000 | 123,018 | 123,018 | 1,411,520 CHF | 1,415,590 CHF | 100.00% | 100.00% |