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% | 12.65 CHF | 12.66 CHF | 31,000 | 31,000 | 12,753 | 12,753 | 160,852 CHF | 161,268 CHF | 98.92% | 98.92% |
12/07/2024 | 0.42% | 12.49 CHF | 12.50 CHF | 31,000 | 31,000 | 12,912 | 12,912 | 157,150 CHF | 157,574 CHF | 99.82% | 99.82% |
11/07/2024 | 0.38% | 12.43 CHF | 12.44 CHF | 31,000 | 31,000 | 11,964 | 11,964 | 153,236 CHF | 153,611 CHF | 99.88% | 99.88% |
10/07/2024 | 0.39% | 12.98 CHF | 12.99 CHF | 30,000 | 30,000 | 11,940 | 11,940 | 153,846 CHF | 154,222 CHF | 99.59% | 99.59% |
09/07/2024 | 0.38% | 12.73 CHF | 12.74 CHF | 30,000 | 30,000 | 11,890 | 11,890 | 155,077 CHF | 155,452 CHF | 100.00% | 100.00% |
08/07/2024 | 0.39% | 12.90 CHF | 12.91 CHF | 30,000 | 30,000 | 12,530 | 12,530 | 159,185 CHF | 159,597 CHF | 100.00% | 100.00% |
05/07/2024 | 0.42% | 12.40 CHF | 12.41 CHF | 31,000 | 31,000 | 13,211 | 13,211 | 156,971 CHF | 157,394 CHF | 95.44% | 95.44% |
04/07/2024 | 0.49% | 11.35 CHF | 11.39 CHF | 10,000 | 10,000 | 8,388 | 8,388 | 95,586 CHF | 96,032 CHF | 97.96% | 97.96% |
03/07/2024 | 0.38% | 11.44 CHF | 11.45 CHF | 33,000 | 33,000 | 13,893 | 13,893 | 153,868 CHF | 154,246 CHF | 97.38% | 97.38% |
02/07/2024 | 0.40% | 10.69 CHF | 10.70 CHF | 35,000 | 35,000 | 13,861 | 13,861 | 146,643 CHF | 147,017 CHF | 99.83% | 99.83% |