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% | 12.28 CHF | 12.29 CHF | 31,000 | 31,000 | 12,752 | 12,752 | 156,145 CHF | 156,560 CHF | 98.91% | 98.91% |
12/07/2024 | 0.43% | 12.12 CHF | 12.13 CHF | 31,000 | 31,000 | 12,912 | 12,912 | 152,387 CHF | 152,811 CHF | 99.82% | 99.82% |
11/07/2024 | 0.39% | 12.07 CHF | 12.08 CHF | 31,000 | 31,000 | 11,969 | 11,969 | 148,882 CHF | 149,257 CHF | 99.91% | 99.91% |
10/07/2024 | 0.40% | 12.61 CHF | 12.62 CHF | 30,000 | 30,000 | 11,940 | 11,940 | 149,426 CHF | 149,801 CHF | 99.59% | 99.59% |
09/07/2024 | 0.39% | 12.36 CHF | 12.37 CHF | 30,000 | 30,000 | 11,890 | 11,890 | 150,679 CHF | 151,053 CHF | 100.00% | 100.00% |
08/07/2024 | 0.41% | 12.53 CHF | 12.54 CHF | 30,000 | 30,000 | 12,530 | 12,530 | 154,552 CHF | 154,965 CHF | 100.00% | 100.00% |
05/07/2024 | 0.44% | 12.03 CHF | 12.04 CHF | 31,000 | 31,000 | 13,212 | 13,212 | 152,115 CHF | 152,539 CHF | 95.45% | 95.45% |
04/07/2024 | 0.50% | 10.98 CHF | 11.02 CHF | 10,000 | 10,000 | 8,388 | 8,388 | 92,483 CHF | 92,929 CHF | 97.96% | 97.96% |
03/07/2024 | 0.39% | 11.07 CHF | 11.08 CHF | 33,000 | 33,000 | 13,893 | 13,893 | 148,723 CHF | 149,101 CHF | 97.38% | 97.38% |
02/07/2024 | 0.41% | 10.32 CHF | 10.33 CHF | 35,000 | 35,000 | 13,855 | 13,855 | 141,441 CHF | 141,814 CHF | 99.80% | 99.80% |