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% | 12.42 CHF | 12.43 CHF | 31,000 | 31,000 | 12,754 | 12,754 | 157,980 CHF | 158,395 CHF | 98.92% | 98.92% |
12/07/2024 | 0.42% | 12.27 CHF | 12.28 CHF | 31,000 | 31,000 | 12,912 | 12,912 | 154,173 CHF | 154,598 CHF | 99.82% | 99.82% |
11/07/2024 | 0.39% | 12.21 CHF | 12.22 CHF | 31,000 | 31,000 | 11,968 | 11,968 | 150,599 CHF | 150,974 CHF | 99.90% | 99.90% |
10/07/2024 | 0.39% | 12.76 CHF | 12.77 CHF | 30,000 | 30,000 | 11,938 | 11,938 | 151,130 CHF | 151,506 CHF | 99.58% | 99.58% |
09/07/2024 | 0.38% | 12.51 CHF | 12.52 CHF | 30,000 | 30,000 | 11,943 | 11,943 | 153,108 CHF | 153,483 CHF | 99.10% | 99.10% |
08/07/2024 | 0.40% | 12.67 CHF | 12.68 CHF | 30,000 | 30,000 | 12,530 | 12,530 | 156,357 CHF | 156,769 CHF | 100.00% | 100.00% |
05/07/2024 | 0.43% | 12.17 CHF | 12.18 CHF | 31,000 | 31,000 | 13,214 | 13,214 | 153,917 CHF | 154,340 CHF | 95.45% | 95.45% |
04/07/2024 | 0.50% | 11.11 CHF | 11.15 CHF | 10,000 | 10,000 | 8,388 | 8,388 | 93,579 CHF | 94,026 CHF | 97.97% | 97.97% |
03/07/2024 | 0.39% | 11.20 CHF | 11.21 CHF | 33,000 | 33,000 | 13,748 | 13,748 | 149,010 CHF | 149,388 CHF | 94.20% | 94.20% |
02/07/2024 | 0.41% | 10.45 CHF | 10.46 CHF | 35,000 | 35,000 | 13,894 | 13,894 | 143,551 CHF | 143,925 CHF | 99.98% | 99.98% |