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 | 0.41% | 12.09 CHF | 12.10 CHF | 31,000 | 31,000 | 12,749 | 12,749 | 153,721 CHF | 154,137 CHF | 98.93% | 98.93% |
12/07/2024 | 0.44% | 11.94 CHF | 11.95 CHF | 31,000 | 31,000 | 12,942 | 12,942 | 150,322 CHF | 150,747 CHF | 99.51% | 99.51% |
11/07/2024 | 0.40% | 11.88 CHF | 11.89 CHF | 31,000 | 31,000 | 11,985 | 11,985 | 146,836 CHF | 147,211 CHF | 99.76% | 99.76% |
10/07/2024 | 0.40% | 12.43 CHF | 12.44 CHF | 30,000 | 30,000 | 11,940 | 11,940 | 147,192 CHF | 147,568 CHF | 99.59% | 99.59% |
09/07/2024 | 0.40% | 12.18 CHF | 12.19 CHF | 30,000 | 30,000 | 11,890 | 11,890 | 148,456 CHF | 148,831 CHF | 100.00% | 100.00% |
08/07/2024 | 0.41% | 12.34 CHF | 12.35 CHF | 30,000 | 30,000 | 12,531 | 12,531 | 152,235 CHF | 152,648 CHF | 100.00% | 100.00% |
05/07/2024 | 0.44% | 11.85 CHF | 11.86 CHF | 31,000 | 31,000 | 13,213 | 13,213 | 149,645 CHF | 150,068 CHF | 95.45% | 95.45% |
04/07/2024 | 0.51% | 10.79 CHF | 10.83 CHF | 10,000 | 10,000 | 8,406 | 8,406 | 91,110 CHF | 91,557 CHF | 97.96% | 97.96% |
03/07/2024 | 0.40% | 10.88 CHF | 10.89 CHF | 33,000 | 33,000 | 13,895 | 13,895 | 146,130 CHF | 146,507 CHF | 97.38% | 97.38% |
02/07/2024 | 0.42% | 10.14 CHF | 10.15 CHF | 35,000 | 35,000 | 13,860 | 13,860 | 138,895 CHF | 139,268 CHF | 99.82% | 99.82% |