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 | 0.39% | 12.83 CHF | 12.84 CHF | 31,000 | 31,000 | 12,755 | 12,755 | 163,266 CHF | 163,681 CHF | 98.93% | 98.93% |
12/07/2024 | 0.41% | 12.68 CHF | 12.69 CHF | 31,000 | 31,000 | 12,912 | 12,912 | 159,565 CHF | 159,989 CHF | 99.82% | 99.82% |
11/07/2024 | 0.38% | 12.62 CHF | 12.63 CHF | 31,000 | 31,000 | 11,973 | 11,973 | 155,583 CHF | 155,957 CHF | 99.93% | 99.93% |
10/07/2024 | 0.38% | 13.17 CHF | 13.18 CHF | 30,000 | 30,000 | 11,938 | 11,938 | 156,065 CHF | 156,441 CHF | 99.58% | 99.58% |
09/07/2024 | 0.37% | 12.92 CHF | 12.93 CHF | 30,000 | 30,000 | 11,890 | 11,890 | 157,309 CHF | 157,684 CHF | 100.00% | 100.00% |
08/07/2024 | 0.39% | 13.09 CHF | 13.10 CHF | 30,000 | 30,000 | 12,530 | 12,530 | 161,532 CHF | 161,944 CHF | 100.00% | 100.00% |
05/07/2024 | 0.42% | 12.59 CHF | 12.60 CHF | 31,000 | 31,000 | 13,213 | 13,213 | 159,483 CHF | 159,906 CHF | 95.45% | 95.45% |
04/07/2024 | 0.48% | 11.53 CHF | 11.57 CHF | 10,000 | 10,000 | 8,388 | 8,388 | 97,170 CHF | 97,617 CHF | 97.97% | 97.97% |
03/07/2024 | 0.37% | 11.63 CHF | 11.64 CHF | 33,000 | 33,000 | 13,893 | 13,893 | 156,489 CHF | 156,867 CHF | 97.38% | 97.38% |
02/07/2024 | 0.39% | 10.88 CHF | 10.89 CHF | 35,000 | 35,000 | 13,858 | 13,858 | 149,241 CHF | 149,614 CHF | 99.82% | 99.82% |