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% | 13.13 CHF | 13.14 CHF | 31,000 | 31,000 | 12,751 | 12,751 | 166,985 CHF | 167,401 CHF | 98.91% | 98.91% |
12/07/2024 | 0.40% | 12.97 CHF | 12.98 CHF | 31,000 | 31,000 | 12,942 | 12,942 | 163,684 CHF | 164,108 CHF | 99.51% | 99.51% |
11/07/2024 | 0.37% | 12.92 CHF | 12.93 CHF | 31,000 | 31,000 | 11,968 | 11,968 | 159,071 CHF | 159,446 CHF | 99.90% | 99.90% |
10/07/2024 | 0.37% | 13.47 CHF | 13.48 CHF | 30,000 | 30,000 | 11,938 | 11,938 | 159,616 CHF | 159,992 CHF | 99.58% | 99.58% |
09/07/2024 | 0.36% | 13.22 CHF | 13.23 CHF | 30,000 | 30,000 | 11,943 | 11,943 | 161,577 CHF | 161,952 CHF | 99.10% | 99.10% |
08/07/2024 | 0.38% | 13.38 CHF | 13.39 CHF | 30,000 | 30,000 | 12,531 | 12,531 | 165,238 CHF | 165,650 CHF | 100.00% | 100.00% |
05/07/2024 | 0.41% | 12.88 CHF | 12.89 CHF | 31,000 | 31,000 | 13,212 | 13,212 | 163,269 CHF | 163,692 CHF | 95.44% | 95.44% |
04/07/2024 | 0.47% | 11.82 CHF | 11.86 CHF | 10,000 | 10,000 | 8,393 | 8,393 | 99,607 CHF | 100,053 CHF | 97.97% | 97.97% |
03/07/2024 | 0.36% | 11.91 CHF | 11.92 CHF | 33,000 | 33,000 | 13,869 | 13,869 | 160,207 CHF | 160,586 CHF | 93.72% | 93.72% |
02/07/2024 | 0.38% | 11.16 CHF | 11.17 CHF | 35,000 | 35,000 | 13,893 | 13,893 | 153,460 CHF | 153,833 CHF | 99.98% | 99.98% |