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% | 12.74 CHF | 12.75 CHF | 31,000 | 31,000 | 12,754 | 12,754 | 162,064 CHF | 162,480 CHF | 98.92% | 98.92% |
12/07/2024 | 0.41% | 12.59 CHF | 12.60 CHF | 31,000 | 31,000 | 12,942 | 12,942 | 158,721 CHF | 159,146 CHF | 99.51% | 99.51% |
11/07/2024 | 0.38% | 12.53 CHF | 12.54 CHF | 31,000 | 31,000 | 11,972 | 11,972 | 154,448 CHF | 154,822 CHF | 99.92% | 99.92% |
10/07/2024 | 0.38% | 13.08 CHF | 13.09 CHF | 30,000 | 30,000 | 11,938 | 11,938 | 154,947 CHF | 155,322 CHF | 99.58% | 99.58% |
09/07/2024 | 0.38% | 12.83 CHF | 12.84 CHF | 30,000 | 30,000 | 11,890 | 11,890 | 156,194 CHF | 156,569 CHF | 100.00% | 100.00% |
08/07/2024 | 0.39% | 12.99 CHF | 13.00 CHF | 30,000 | 30,000 | 12,530 | 12,530 | 160,358 CHF | 160,771 CHF | 100.00% | 100.00% |
05/07/2024 | 0.42% | 12.50 CHF | 12.51 CHF | 31,000 | 31,000 | 13,214 | 13,214 | 158,250 CHF | 158,673 CHF | 95.45% | 95.45% |
04/07/2024 | 0.48% | 11.44 CHF | 11.48 CHF | 10,000 | 10,000 | 8,388 | 8,388 | 96,383 CHF | 96,829 CHF | 97.97% | 97.97% |
03/07/2024 | 0.37% | 11.54 CHF | 11.55 CHF | 33,000 | 33,000 | 13,894 | 13,894 | 155,194 CHF | 155,571 CHF | 97.38% | 97.38% |
02/07/2024 | 0.39% | 10.79 CHF | 10.80 CHF | 35,000 | 35,000 | 13,858 | 13,858 | 147,929 CHF | 148,303 CHF | 99.81% | 99.81% |