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 | 0.37% | 13.23 CHF | 13.24 CHF | 31,000 | 31,000 | 12,756 | 12,756 | 168,268 CHF | 168,684 CHF | 98.92% | 98.92% |
12/07/2024 | 0.40% | 13.07 CHF | 13.08 CHF | 31,000 | 31,000 | 12,942 | 12,942 | 164,930 CHF | 165,355 CHF | 99.51% | 99.51% |
11/07/2024 | 0.36% | 13.01 CHF | 13.02 CHF | 31,000 | 31,000 | 11,977 | 11,977 | 160,339 CHF | 160,713 CHF | 99.94% | 99.94% |
10/07/2024 | 0.37% | 13.57 CHF | 13.58 CHF | 30,000 | 30,000 | 11,940 | 11,940 | 160,801 CHF | 161,177 CHF | 99.59% | 99.59% |
09/07/2024 | 0.36% | 13.31 CHF | 13.32 CHF | 30,000 | 30,000 | 11,931 | 11,931 | 162,573 CHF | 162,947 CHF | 99.30% | 99.30% |
08/07/2024 | 0.38% | 13.48 CHF | 13.49 CHF | 30,000 | 30,000 | 12,530 | 12,530 | 166,441 CHF | 166,853 CHF | 100.00% | 100.00% |
05/07/2024 | 0.40% | 12.98 CHF | 12.99 CHF | 31,000 | 31,000 | 13,212 | 13,212 | 164,563 CHF | 164,986 CHF | 95.45% | 95.45% |
04/07/2024 | 0.47% | 11.91 CHF | 11.95 CHF | 10,000 | 10,000 | 8,388 | 8,388 | 100,358 CHF | 100,804 CHF | 97.96% | 97.96% |
03/07/2024 | 0.36% | 12.01 CHF | 12.02 CHF | 33,000 | 33,000 | 13,801 | 13,801 | 160,711 CHF | 161,089 CHF | 94.49% | 94.49% |
02/07/2024 | 0.38% | 11.26 CHF | 11.27 CHF | 35,000 | 35,000 | 13,895 | 13,895 | 154,832 CHF | 155,206 CHF | 99.99% | 99.99% |