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 | 0.61% | 12.58 CHF | 12.61 CHF | 11,000 | 11,000 | 6,148 | 6,148 | 72,187 CHF | 72,558 CHF | 99.64% | 99.64% |
12/07/2024 | 0.59% | 11.77 CHF | 11.80 CHF | 11,000 | 11,000 | 6,046 | 6,046 | 70,794 CHF | 71,158 CHF | 99.88% | 99.88% |
11/07/2024 | 0.60% | 12.40 CHF | 12.44 CHF | 8,600 | 8,600 | 4,703 | 4,703 | 66,861 CHF | 67,219 CHF | 99.87% | 99.87% |
10/07/2024 | 0.56% | 14.35 CHF | 14.39 CHF | 9,200 | 9,200 | 5,084 | 5,084 | 72,710 CHF | 73,067 CHF | 99.99% | 99.99% |
09/07/2024 | 0.57% | 14.36 CHF | 14.40 CHF | 9,100 | 9,100 | 5,062 | 5,062 | 72,127 CHF | 72,483 CHF | 99.99% | 99.99% |
08/07/2024 | 0.61% | 14.05 CHF | 14.09 CHF | 8,600 | 8,600 | 4,825 | 4,825 | 67,765 CHF | 68,133 CHF | 99.69% | 99.69% |
05/07/2024 | 0.54% | 14.48 CHF | 14.51 CHF | 10,000 | 10,000 | 5,630 | 5,630 | 74,425 CHF | 74,767 CHF | 97.81% | 97.81% |
04/07/2024 | 0.64% | 12.55 CHF | 12.63 CHF | 5,100 | 5,100 | 4,571 | 4,571 | 56,769 CHF | 57,135 CHF | 99.79% | 99.79% |
03/07/2024 | 0.57% | 12.21 CHF | 12.24 CHF | 10,500 | 10,500 | 5,840 | 5,840 | 70,057 CHF | 70,408 CHF | 99.98% | 99.98% |
02/07/2024 | 0.57% | 11.33 CHF | 11.36 CHF | 11,500 | 11,500 | 6,351 | 6,351 | 68,930 CHF | 69,275 CHF | 99.83% | 99.83% |