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% | 12.52 CHF | 12.53 CHF | 31,000 | 31,000 | 12,753 | 12,753 | 159,188 CHF | 159,603 CHF | 98.92% | 98.92% |
12/07/2024 | 0.42% | 12.36 CHF | 12.37 CHF | 31,000 | 31,000 | 12,942 | 12,942 | 155,759 CHF | 156,184 CHF | 99.51% | 99.51% |
11/07/2024 | 0.38% | 12.30 CHF | 12.31 CHF | 31,000 | 31,000 | 11,970 | 11,970 | 151,757 CHF | 152,132 CHF | 99.91% | 99.91% |
10/07/2024 | 0.39% | 12.86 CHF | 12.87 CHF | 30,000 | 30,000 | 11,940 | 11,940 | 152,304 CHF | 152,680 CHF | 99.59% | 99.59% |
09/07/2024 | 0.38% | 12.60 CHF | 12.61 CHF | 30,000 | 30,000 | 11,940 | 11,940 | 154,200 CHF | 154,575 CHF | 99.15% | 99.15% |
08/07/2024 | 0.40% | 12.77 CHF | 12.78 CHF | 30,000 | 30,000 | 12,530 | 12,530 | 157,554 CHF | 157,967 CHF | 100.00% | 100.00% |
05/07/2024 | 0.43% | 12.27 CHF | 12.28 CHF | 31,000 | 31,000 | 13,212 | 13,212 | 155,173 CHF | 155,596 CHF | 95.45% | 95.45% |
04/07/2024 | 0.49% | 11.20 CHF | 11.24 CHF | 10,000 | 10,000 | 8,388 | 8,388 | 94,393 CHF | 94,839 CHF | 97.96% | 97.96% |
03/07/2024 | 0.38% | 11.30 CHF | 11.31 CHF | 33,000 | 33,000 | 13,635 | 13,635 | 149,042 CHF | 149,419 CHF | 94.74% | 94.74% |
02/07/2024 | 0.40% | 10.54 CHF | 10.55 CHF | 35,000 | 35,000 | 13,893 | 13,893 | 144,886 CHF | 145,259 CHF | 99.98% | 99.98% |