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% | 13.57 CHF | 13.60 CHF | 150,000 | 150,000 | 123,019 | 123,019 | 1,618,160 CHF | 1,622,210 CHF | 100.00% | 100.00% |
12/07/2024 | 0.55% | 13.55 CHF | 13.58 CHF | 150,000 | 150,000 | 123,051 | 123,051 | 1,688,620 CHF | 1,692,680 CHF | 99.99% | 99.99% |
11/07/2024 | 0.57% | 13.32 CHF | 13.35 CHF | 150,000 | 150,000 | 122,999 | 122,999 | 1,631,070 CHF | 1,635,120 CHF | 99.99% | 99.99% |
10/07/2024 | 0.57% | 13.19 CHF | 13.22 CHF | 150,000 | 150,000 | 123,008 | 123,008 | 1,616,580 CHF | 1,620,630 CHF | 100.00% | 100.00% |
09/07/2024 | 0.60% | 12.78 CHF | 12.81 CHF | 150,000 | 150,000 | 122,869 | 122,869 | 1,535,090 CHF | 1,539,140 CHF | 99.99% | 99.99% |
08/07/2024 | 0.60% | 12.31 CHF | 12.34 CHF | 150,000 | 150,000 | 123,024 | 123,024 | 1,561,200 CHF | 1,565,250 CHF | 100.00% | 100.00% |
05/07/2024 | 0.73% | 12.44 CHF | 12.47 CHF | 150,000 | 150,000 | 122,083 | 122,083 | 1,510,430 CHF | 1,514,240 CHF | 100.00% | 100.00% |
04/07/2024 | 1.57% | 12.48 CHF | 12.63 CHF | 15,000 | 15,000 | 12,302 | 12,302 | 153,654 CHF | 155,537 CHF | 100.00% | 100.00% |
03/07/2024 | 0.61% | 12.81 CHF | 12.84 CHF | 150,000 | 150,000 | 123,046 | 123,046 | 1,582,360 CHF | 1,586,430 CHF | 100.00% | 100.00% |
02/07/2024 | 0.66% | 12.26 CHF | 12.29 CHF | 150,000 | 150,000 | 123,018 | 123,018 | 1,459,560 CHF | 1,463,640 CHF | 100.00% | 100.00% |