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% | 12.84 CHF | 12.85 CHF | 31,000 | 31,000 | 12,754 | 12,754 | 163,331 CHF | 163,747 CHF | 98.92% | 98.92% |
12/07/2024 | 0.41% | 12.69 CHF | 12.70 CHF | 31,000 | 31,000 | 12,912 | 12,912 | 159,594 CHF | 160,019 CHF | 99.82% | 99.82% |
11/07/2024 | 0.38% | 12.63 CHF | 12.64 CHF | 31,000 | 31,000 | 11,970 | 11,970 | 155,650 CHF | 156,024 CHF | 99.91% | 99.91% |
10/07/2024 | 0.38% | 13.18 CHF | 13.19 CHF | 30,000 | 30,000 | 11,938 | 11,938 | 156,164 CHF | 156,540 CHF | 99.58% | 99.58% |
09/07/2024 | 0.37% | 12.93 CHF | 12.94 CHF | 30,000 | 30,000 | 11,943 | 11,943 | 158,126 CHF | 158,500 CHF | 99.10% | 99.10% |
08/07/2024 | 0.39% | 13.09 CHF | 13.10 CHF | 30,000 | 30,000 | 12,530 | 12,530 | 161,616 CHF | 162,028 CHF | 100.00% | 100.00% |
05/07/2024 | 0.42% | 12.59 CHF | 12.60 CHF | 31,000 | 31,000 | 13,214 | 13,214 | 159,476 CHF | 159,899 CHF | 95.45% | 95.45% |
04/07/2024 | 0.48% | 11.53 CHF | 11.57 CHF | 10,000 | 10,000 | 8,393 | 8,393 | 97,175 CHF | 97,622 CHF | 97.97% | 97.97% |
03/07/2024 | 0.37% | 11.62 CHF | 11.63 CHF | 33,000 | 33,000 | 13,807 | 13,807 | 155,457 CHF | 155,835 CHF | 95.39% | 95.39% |
02/07/2024 | 0.39% | 10.87 CHF | 10.88 CHF | 35,000 | 35,000 | 13,896 | 13,896 | 149,448 CHF | 149,821 CHF | 99.99% | 99.99% |