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 | 0.48% | 12.65 CHF | 12.71 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 189,003 CHF | 189,903 CHF | 99.99% | 99.99% |
12/07/2024 | 0.48% | 12.39 CHF | 12.45 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 186,825 CHF | 187,725 CHF | 100.00% | 100.00% |
11/07/2024 | 0.50% | 11.88 CHF | 11.94 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 181,004 CHF | 181,904 CHF | 71.57% | 71.57% |
10/07/2024 | 0.49% | 12.25 CHF | 12.31 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 182,590 CHF | 183,490 CHF | 99.38% | 99.38% |
09/07/2024 | 0.51% | 12.40 CHF | 12.46 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 176,900 CHF | 177,800 CHF | 99.99% | 99.99% |
08/07/2024 | 0.51% | 11.62 CHF | 11.68 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 176,619 CHF | 177,519 CHF | 100.00% | 100.00% |
05/07/2024 | 0.52% | 11.46 CHF | 11.52 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 171,859 CHF | 172,759 CHF | 99.79% | 99.79% |
04/07/2024 | 0.52% | 11.63 CHF | 11.69 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 174,165 CHF | 175,065 CHF | 97.33% | 97.33% |
03/07/2024 | 0.53% | 11.18 CHF | 11.24 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 170,813 CHF | 171,713 CHF | 100.00% | 100.00% |
02/07/2024 | 0.49% | 11.78 CHF | 11.84 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 182,700 CHF | 183,600 CHF | 99.96% | 99.96% |