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% | 13.03 CHF | 13.04 CHF | 31,000 | 31,000 | 12,754 | 12,754 | 165,795 CHF | 166,210 CHF | 98.92% | 98.92% |
12/07/2024 | 0.40% | 12.88 CHF | 12.89 CHF | 31,000 | 31,000 | 12,912 | 12,912 | 162,085 CHF | 162,509 CHF | 99.82% | 99.82% |
11/07/2024 | 0.37% | 12.82 CHF | 12.83 CHF | 31,000 | 31,000 | 11,973 | 11,973 | 157,999 CHF | 158,373 CHF | 99.93% | 99.93% |
10/07/2024 | 0.37% | 13.38 CHF | 13.39 CHF | 30,000 | 30,000 | 11,940 | 11,940 | 158,507 CHF | 158,882 CHF | 99.59% | 99.59% |
09/07/2024 | 0.37% | 13.12 CHF | 13.13 CHF | 30,000 | 30,000 | 11,940 | 11,940 | 160,397 CHF | 160,772 CHF | 99.15% | 99.15% |
08/07/2024 | 0.38% | 13.29 CHF | 13.30 CHF | 30,000 | 30,000 | 12,530 | 12,530 | 164,036 CHF | 164,449 CHF | 100.00% | 100.00% |
05/07/2024 | 0.41% | 12.79 CHF | 12.80 CHF | 31,000 | 31,000 | 13,213 | 13,213 | 162,022 CHF | 162,445 CHF | 95.45% | 95.45% |
04/07/2024 | 0.47% | 11.72 CHF | 11.76 CHF | 10,000 | 10,000 | 8,388 | 8,388 | 98,750 CHF | 99,197 CHF | 97.96% | 97.96% |
03/07/2024 | 0.37% | 11.82 CHF | 11.83 CHF | 33,000 | 33,000 | 13,662 | 13,662 | 156,479 CHF | 156,857 CHF | 93.23% | 93.23% |
02/07/2024 | 0.38% | 11.07 CHF | 11.08 CHF | 35,000 | 35,000 | 13,894 | 13,894 | 152,143 CHF | 152,516 CHF | 99.98% | 99.98% |