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 | 12,753 | 12,753 | 162,086 CHF | 162,502 CHF | 98.92% | 98.92% |
12/07/2024 | 0.41% | 12.59 CHF | 12.60 CHF | 31,000 | 31,000 | 12,912 | 12,912 | 158,342 CHF | 158,766 CHF | 99.82% | 99.82% |
11/07/2024 | 0.38% | 12.53 CHF | 12.54 CHF | 31,000 | 31,000 | 11,975 | 11,975 | 154,556 CHF | 154,930 CHF | 99.93% | 99.93% |
10/07/2024 | 0.38% | 13.09 CHF | 13.10 CHF | 30,000 | 30,000 | 11,940 | 11,940 | 155,041 CHF | 155,417 CHF | 99.59% | 99.59% |
09/07/2024 | 0.38% | 12.83 CHF | 12.84 CHF | 30,000 | 30,000 | 11,940 | 11,940 | 156,935 CHF | 157,310 CHF | 99.15% | 99.15% |
08/07/2024 | 0.39% | 13.00 CHF | 13.01 CHF | 30,000 | 30,000 | 12,530 | 12,530 | 160,414 CHF | 160,826 CHF | 100.00% | 100.00% |
05/07/2024 | 0.42% | 12.50 CHF | 12.51 CHF | 31,000 | 31,000 | 13,215 | 13,215 | 158,213 CHF | 158,636 CHF | 95.45% | 95.45% |
04/07/2024 | 0.48% | 11.43 CHF | 11.47 CHF | 10,000 | 10,000 | 8,388 | 8,388 | 96,313 CHF | 96,759 CHF | 97.97% | 97.97% |
03/07/2024 | 0.37% | 11.53 CHF | 11.54 CHF | 33,000 | 33,000 | 13,813 | 13,813 | 154,142 CHF | 154,520 CHF | 95.19% | 95.19% |
02/07/2024 | 0.39% | 10.77 CHF | 10.78 CHF | 35,000 | 35,000 | 13,893 | 13,893 | 148,081 CHF | 148,455 CHF | 99.98% | 99.98% |