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% | 13.02 CHF | 13.03 CHF | 31,000 | 31,000 | 12,753 | 12,753 | 165,616 CHF | 166,031 CHF | 98.92% | 98.92% |
12/07/2024 | 0.40% | 12.87 CHF | 12.88 CHF | 31,000 | 31,000 | 12,942 | 12,942 | 162,334 CHF | 162,759 CHF | 99.51% | 99.51% |
11/07/2024 | 0.37% | 12.81 CHF | 12.82 CHF | 31,000 | 31,000 | 11,968 | 11,968 | 157,742 CHF | 158,116 CHF | 99.90% | 99.90% |
10/07/2024 | 0.38% | 13.36 CHF | 13.37 CHF | 30,000 | 30,000 | 11,938 | 11,938 | 158,293 CHF | 158,669 CHF | 99.58% | 99.58% |
09/07/2024 | 0.37% | 13.11 CHF | 13.12 CHF | 30,000 | 30,000 | 11,890 | 11,890 | 159,527 CHF | 159,902 CHF | 100.00% | 100.00% |
08/07/2024 | 0.38% | 13.27 CHF | 13.28 CHF | 30,000 | 30,000 | 12,530 | 12,530 | 163,862 CHF | 164,274 CHF | 100.00% | 100.00% |
05/07/2024 | 0.41% | 12.78 CHF | 12.79 CHF | 31,000 | 31,000 | 13,213 | 13,213 | 161,944 CHF | 162,367 CHF | 95.45% | 95.45% |
04/07/2024 | 0.47% | 11.72 CHF | 11.76 CHF | 10,000 | 10,000 | 8,388 | 8,388 | 98,742 CHF | 99,188 CHF | 97.96% | 97.96% |
03/07/2024 | 0.36% | 11.82 CHF | 11.83 CHF | 33,000 | 33,000 | 13,892 | 13,892 | 159,085 CHF | 159,462 CHF | 97.37% | 97.37% |
02/07/2024 | 0.38% | 11.07 CHF | 11.08 CHF | 35,000 | 35,000 | 13,860 | 13,860 | 151,849 CHF | 152,222 CHF | 99.82% | 99.82% |