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 | 0.40% | 12.31 CHF | 12.32 CHF | 31,000 | 31,000 | 12,753 | 12,753 | 156,557 CHF | 156,972 CHF | 98.92% | 98.92% |
12/07/2024 | 0.43% | 12.16 CHF | 12.17 CHF | 31,000 | 31,000 | 12,912 | 12,912 | 152,752 CHF | 153,176 CHF | 99.82% | 99.82% |
11/07/2024 | 0.39% | 12.10 CHF | 12.11 CHF | 31,000 | 31,000 | 11,968 | 11,968 | 149,274 CHF | 149,649 CHF | 99.90% | 99.90% |
10/07/2024 | 0.40% | 12.65 CHF | 12.66 CHF | 30,000 | 30,000 | 11,938 | 11,938 | 149,811 CHF | 150,187 CHF | 99.58% | 99.58% |
09/07/2024 | 0.39% | 12.40 CHF | 12.41 CHF | 30,000 | 30,000 | 11,931 | 11,931 | 151,623 CHF | 151,998 CHF | 99.30% | 99.30% |
08/07/2024 | 0.40% | 12.56 CHF | 12.57 CHF | 30,000 | 30,000 | 12,527 | 12,527 | 154,936 CHF | 155,348 CHF | 100.00% | 100.00% |
05/07/2024 | 0.43% | 12.06 CHF | 12.07 CHF | 31,000 | 31,000 | 13,211 | 13,211 | 152,427 CHF | 152,851 CHF | 95.44% | 95.44% |
04/07/2024 | 0.50% | 11.00 CHF | 11.04 CHF | 10,000 | 10,000 | 8,388 | 8,388 | 92,652 CHF | 93,099 CHF | 97.96% | 97.96% |
03/07/2024 | 0.39% | 11.09 CHF | 11.10 CHF | 33,000 | 33,000 | 13,811 | 13,811 | 148,140 CHF | 148,519 CHF | 93.92% | 93.92% |
02/07/2024 | 0.41% | 10.34 CHF | 10.35 CHF | 35,000 | 35,000 | 13,893 | 13,893 | 141,999 CHF | 142,372 CHF | 99.98% | 99.98% |