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 | 160,871 CHF | 161,287 CHF | 98.92% | 98.92% |
12/07/2024 | 0.42% | 12.49 CHF | 12.50 CHF | 31,000 | 31,000 | 12,938 | 12,938 | 157,432 CHF | 157,857 CHF | 99.34% | 99.34% |
11/07/2024 | 0.38% | 12.44 CHF | 12.45 CHF | 31,000 | 31,000 | 11,970 | 11,970 | 153,334 CHF | 153,708 CHF | 99.91% | 99.91% |
10/07/2024 | 0.39% | 12.99 CHF | 13.00 CHF | 30,000 | 30,000 | 11,940 | 11,940 | 153,880 CHF | 154,256 CHF | 99.59% | 99.59% |
09/07/2024 | 0.38% | 12.74 CHF | 12.75 CHF | 30,000 | 30,000 | 11,931 | 11,931 | 155,664 CHF | 156,038 CHF | 99.30% | 99.30% |
08/07/2024 | 0.39% | 12.90 CHF | 12.91 CHF | 30,000 | 30,000 | 12,530 | 12,530 | 159,199 CHF | 159,611 CHF | 100.00% | 100.00% |
05/07/2024 | 0.42% | 12.40 CHF | 12.41 CHF | 31,000 | 31,000 | 13,213 | 13,213 | 156,912 CHF | 157,335 CHF | 95.45% | 95.45% |
04/07/2024 | 0.49% | 11.33 CHF | 11.37 CHF | 10,000 | 10,000 | 8,388 | 8,388 | 95,494 CHF | 95,940 CHF | 97.96% | 97.96% |
03/07/2024 | 0.38% | 11.43 CHF | 11.44 CHF | 33,000 | 33,000 | 13,792 | 13,792 | 152,612 CHF | 152,991 CHF | 93.83% | 93.83% |
02/07/2024 | 0.40% | 10.68 CHF | 10.69 CHF | 35,000 | 35,000 | 13,893 | 13,893 | 146,719 CHF | 147,093 CHF | 99.98% | 99.98% |