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 | 0.44% | 13.53 CHF | 13.59 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 202,259 CHF | 203,159 CHF | 100.00% | 100.00% |
12/07/2024 | 0.45% | 13.28 CHF | 13.34 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 200,092 CHF | 200,992 CHF | 100.00% | 100.00% |
11/07/2024 | 0.46% | 12.77 CHF | 12.83 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 194,273 CHF | 195,173 CHF | 71.56% | 71.56% |
10/07/2024 | 0.46% | 13.14 CHF | 13.20 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 195,900 CHF | 196,800 CHF | 99.38% | 99.38% |
09/07/2024 | 0.47% | 13.29 CHF | 13.35 CHF | 15,000 | 15,000 | 14,997 | 14,997 | 190,165 CHF | 191,065 CHF | 99.72% | 99.72% |
08/07/2024 | 0.47% | 12.51 CHF | 12.57 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 189,897 CHF | 190,797 CHF | 100.00% | 100.00% |
05/07/2024 | 0.48% | 12.35 CHF | 12.41 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 185,172 CHF | 186,072 CHF | 99.79% | 99.79% |
04/07/2024 | 0.48% | 12.52 CHF | 12.58 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 187,505 CHF | 188,405 CHF | 97.33% | 97.33% |
03/07/2024 | 0.49% | 12.07 CHF | 12.13 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 184,184 CHF | 185,084 CHF | 100.00% | 100.00% |
02/07/2024 | 0.46% | 12.67 CHF | 12.73 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 196,094 CHF | 196,994 CHF | 99.94% | 99.94% |