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% | 12.94 CHF | 12.95 CHF | 31,000 | 31,000 | 12,753 | 12,753 | 164,549 CHF | 164,965 CHF | 98.92% | 98.92% |
12/07/2024 | 0.41% | 12.78 CHF | 12.79 CHF | 31,000 | 31,000 | 12,942 | 12,942 | 161,205 CHF | 161,630 CHF | 99.51% | 99.51% |
11/07/2024 | 0.37% | 12.72 CHF | 12.73 CHF | 31,000 | 31,000 | 11,971 | 11,971 | 156,807 CHF | 157,181 CHF | 99.92% | 99.92% |
10/07/2024 | 0.38% | 13.28 CHF | 13.29 CHF | 30,000 | 30,000 | 11,940 | 11,940 | 157,346 CHF | 157,722 CHF | 99.59% | 99.59% |
09/07/2024 | 0.37% | 13.03 CHF | 13.04 CHF | 30,000 | 30,000 | 11,931 | 11,931 | 159,121 CHF | 159,496 CHF | 99.30% | 99.30% |
08/07/2024 | 0.38% | 13.19 CHF | 13.20 CHF | 30,000 | 30,000 | 12,530 | 12,530 | 162,833 CHF | 163,245 CHF | 100.00% | 100.00% |
05/07/2024 | 0.41% | 12.69 CHF | 12.70 CHF | 31,000 | 31,000 | 13,212 | 13,212 | 160,738 CHF | 161,161 CHF | 95.45% | 95.45% |
04/07/2024 | 0.48% | 11.63 CHF | 11.67 CHF | 10,000 | 10,000 | 8,388 | 8,388 | 97,933 CHF | 98,380 CHF | 97.96% | 97.96% |
03/07/2024 | 0.37% | 11.72 CHF | 11.73 CHF | 33,000 | 33,000 | 13,806 | 13,806 | 156,773 CHF | 157,151 CHF | 94.51% | 94.51% |
02/07/2024 | 0.39% | 10.97 CHF | 10.98 CHF | 35,000 | 35,000 | 13,891 | 13,891 | 150,753 CHF | 151,127 CHF | 99.97% | 99.97% |