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 | 0.38% | 12.93 CHF | 12.94 CHF | 31,000 | 31,000 | 12,753 | 12,753 | 164,423 CHF | 164,839 CHF | 98.92% | 98.92% |
12/07/2024 | 0.41% | 12.77 CHF | 12.78 CHF | 31,000 | 31,000 | 12,912 | 12,912 | 160,765 CHF | 161,189 CHF | 99.82% | 99.82% |
11/07/2024 | 0.37% | 12.72 CHF | 12.73 CHF | 31,000 | 31,000 | 11,969 | 11,969 | 156,650 CHF | 157,024 CHF | 99.90% | 99.90% |
10/07/2024 | 0.38% | 13.27 CHF | 13.28 CHF | 30,000 | 30,000 | 11,940 | 11,940 | 157,204 CHF | 157,580 CHF | 99.59% | 99.59% |
09/07/2024 | 0.37% | 13.01 CHF | 13.02 CHF | 30,000 | 30,000 | 11,890 | 11,890 | 158,408 CHF | 158,783 CHF | 100.00% | 100.00% |
08/07/2024 | 0.39% | 13.18 CHF | 13.19 CHF | 30,000 | 30,000 | 12,530 | 12,530 | 162,687 CHF | 163,099 CHF | 100.00% | 100.00% |
05/07/2024 | 0.41% | 12.68 CHF | 12.69 CHF | 31,000 | 31,000 | 13,212 | 13,212 | 160,694 CHF | 161,117 CHF | 95.44% | 95.44% |
04/07/2024 | 0.48% | 11.63 CHF | 11.67 CHF | 10,000 | 10,000 | 8,401 | 8,401 | 98,099 CHF | 98,547 CHF | 97.97% | 97.97% |
03/07/2024 | 0.37% | 11.72 CHF | 11.73 CHF | 33,000 | 33,000 | 13,893 | 13,893 | 157,774 CHF | 158,152 CHF | 97.38% | 97.38% |
02/07/2024 | 0.39% | 10.98 CHF | 10.99 CHF | 35,000 | 35,000 | 13,861 | 13,861 | 150,559 CHF | 150,932 CHF | 99.83% | 99.83% |