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 | 0.56% | 13.69 CHF | 13.72 CHF | 150,000 | 150,000 | 123,020 | 123,020 | 1,633,320 CHF | 1,637,370 CHF | 100.00% | 100.00% |
12/07/2024 | 0.54% | 13.67 CHF | 13.70 CHF | 150,000 | 150,000 | 123,050 | 123,050 | 1,703,740 CHF | 1,707,800 CHF | 99.99% | 99.99% |
11/07/2024 | 0.57% | 13.45 CHF | 13.48 CHF | 150,000 | 150,000 | 123,005 | 123,005 | 1,646,320 CHF | 1,650,370 CHF | 100.00% | 100.00% |
10/07/2024 | 0.56% | 13.31 CHF | 13.34 CHF | 150,000 | 150,000 | 123,008 | 123,008 | 1,631,780 CHF | 1,635,830 CHF | 100.00% | 100.00% |
09/07/2024 | 0.59% | 12.91 CHF | 12.94 CHF | 150,000 | 150,000 | 122,901 | 122,901 | 1,550,650 CHF | 1,554,710 CHF | 100.00% | 100.00% |
08/07/2024 | 0.59% | 12.43 CHF | 12.46 CHF | 150,000 | 150,000 | 123,024 | 123,024 | 1,576,350 CHF | 1,580,410 CHF | 100.00% | 100.00% |
05/07/2024 | 0.72% | 12.56 CHF | 12.59 CHF | 150,000 | 150,000 | 122,083 | 122,083 | 1,525,510 CHF | 1,529,320 CHF | 100.00% | 100.00% |
04/07/2024 | 1.56% | 12.61 CHF | 12.76 CHF | 15,000 | 15,000 | 12,302 | 12,302 | 155,171 CHF | 157,054 CHF | 100.00% | 100.00% |
03/07/2024 | 0.61% | 12.93 CHF | 12.96 CHF | 150,000 | 150,000 | 123,045 | 123,045 | 1,597,650 CHF | 1,601,720 CHF | 100.00% | 100.00% |
02/07/2024 | 0.65% | 12.39 CHF | 12.42 CHF | 150,000 | 150,000 | 123,017 | 123,017 | 1,474,830 CHF | 1,478,900 CHF | 100.00% | 100.00% |