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 | 0.08% | 13.20 CHF | 13.21 CHF | 42,500 | 42,500 | 42,419 | 42,419 | 549,903 CHF | 550,328 CHF | 100.00% | 100.00% |
12/07/2024 | 0.08% | 13.01 CHF | 13.02 CHF | 42,500 | 42,500 | 42,422 | 42,422 | 538,198 CHF | 538,623 CHF | 100.00% | 100.00% |
11/07/2024 | 0.08% | 12.95 CHF | 12.96 CHF | 40,000 | 40,000 | 39,803 | 39,803 | 533,309 CHF | 533,708 CHF | 99.94% | 99.94% |
10/07/2024 | 0.08% | 13.22 CHF | 13.23 CHF | 42,500 | 42,500 | 42,422 | 42,422 | 560,444 CHF | 560,869 CHF | 100.00% | 100.00% |
09/07/2024 | 0.08% | 13.15 CHF | 13.16 CHF | 42,500 | 42,500 | 42,283 | 42,283 | 557,992 CHF | 558,417 CHF | 100.00% | 100.00% |
08/07/2024 | 0.08% | 13.01 CHF | 13.02 CHF | 42,500 | 42,500 | 42,353 | 42,353 | 548,468 CHF | 548,893 CHF | 100.00% | 100.00% |
05/07/2024 | 0.08% | 12.89 CHF | 12.90 CHF | 42,500 | 42,500 | 42,420 | 42,420 | 538,977 CHF | 539,402 CHF | 96.88% | 96.88% |
04/07/2024 | 0.08% | 12.63 CHF | 12.64 CHF | 22,500 | 22,500 | 38,082 | 38,082 | 482,331 CHF | 482,712 CHF | 100.00% | 100.00% |
03/07/2024 | 0.08% | 12.56 CHF | 12.57 CHF | 42,500 | 42,500 | 42,421 | 42,421 | 528,146 CHF | 528,571 CHF | 98.65% | 98.65% |
02/07/2024 | 0.08% | 12.24 CHF | 12.25 CHF | 42,500 | 42,500 | 42,422 | 42,422 | 509,679 CHF | 510,103 CHF | 100.00% | 100.00% |