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 | 0.47% | 12.77 CHF | 12.83 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 190,767 CHF | 191,667 CHF | 99.99% | 99.99% |
12/07/2024 | 0.48% | 12.51 CHF | 12.57 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 188,587 CHF | 189,487 CHF | 100.00% | 100.00% |
11/07/2024 | 0.49% | 12.00 CHF | 12.06 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 182,767 CHF | 183,667 CHF | 71.55% | 71.55% |
10/07/2024 | 0.49% | 12.37 CHF | 12.43 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 184,361 CHF | 185,261 CHF | 99.38% | 99.38% |
09/07/2024 | 0.50% | 12.52 CHF | 12.58 CHF | 15,000 | 15,000 | 14,997 | 14,997 | 178,627 CHF | 179,527 CHF | 99.99% | 99.99% |
08/07/2024 | 0.50% | 11.74 CHF | 11.80 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 178,385 CHF | 179,285 CHF | 99.99% | 99.99% |
05/07/2024 | 0.52% | 11.58 CHF | 11.64 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 173,633 CHF | 174,533 CHF | 99.79% | 99.79% |
04/07/2024 | 0.51% | 11.75 CHF | 11.81 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 175,941 CHF | 176,841 CHF | 97.33% | 97.33% |
03/07/2024 | 0.52% | 11.29 CHF | 11.35 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 172,594 CHF | 173,494 CHF | 100.00% | 100.00% |
02/07/2024 | 0.49% | 11.90 CHF | 11.96 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 184,479 CHF | 185,379 CHF | 99.95% | 99.95% |