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 | 0.25% | 15.99 CHF | 16.03 CHF | 7,700 | 7,700 | 7,719 | 7,719 | 124,265 CHF | 124,574 CHF | 99.99% | 99.99% |
12/07/2024 | 0.43% | 11.27 CHF | 11.32 CHF | 6,500 | 6,500 | 6,502 | 6,502 | 75,601 CHF | 75,926 CHF | 99.98% | 99.98% |
11/07/2024 | 0.41% | 11.95 CHF | 12.00 CHF | 6,300 | 6,300 | 6,301 | 6,301 | 75,810 CHF | 76,125 CHF | 99.78% | 99.78% |
10/07/2024 | 0.39% | 12.42 CHF | 12.47 CHF | 6,200 | 6,200 | 6,248 | 6,248 | 79,292 CHF | 79,604 CHF | 99.99% | 99.99% |
09/07/2024 | 0.41% | 12.66 CHF | 12.71 CHF | 6,600 | 6,600 | 6,474 | 6,474 | 79,338 CHF | 79,662 CHF | 99.73% | 99.73% |
08/07/2024 | 0.42% | 12.12 CHF | 12.17 CHF | 6,600 | 6,600 | 6,601 | 6,601 | 78,942 CHF | 79,272 CHF | 99.98% | 99.98% |
05/07/2024 | 0.44% | 12.04 CHF | 12.09 CHF | 6,900 | 6,900 | 6,771 | 6,771 | 76,524 CHF | 76,862 CHF | 99.80% | 99.80% |
04/07/2024 | 0.42% | 11.63 CHF | 11.68 CHF | 6,500 | 6,500 | 6,500 | 6,500 | 76,472 CHF | 76,797 CHF | 100.00% | 100.00% |
03/07/2024 | 0.41% | 11.95 CHF | 12.00 CHF | 6,300 | 6,300 | 6,360 | 6,360 | 77,161 CHF | 77,479 CHF | 100.00% | 100.00% |
02/07/2024 | 0.39% | 12.38 CHF | 12.43 CHF | 6,300 | 6,300 | 6,325 | 6,325 | 81,032 CHF | 81,348 CHF | 99.98% | 99.98% |