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% | 12.48 CHF | 12.49 CHF | 31,000 | 31,000 | 12,750 | 12,750 | 158,675 CHF | 159,091 CHF | 98.94% | 98.94% |
12/07/2024 | 0.42% | 12.33 CHF | 12.34 CHF | 31,000 | 31,000 | 12,912 | 12,912 | 154,976 CHF | 155,400 CHF | 99.82% | 99.82% |
11/07/2024 | 0.39% | 12.27 CHF | 12.28 CHF | 31,000 | 31,000 | 11,969 | 11,969 | 151,284 CHF | 151,658 CHF | 99.91% | 99.91% |
10/07/2024 | 0.39% | 12.82 CHF | 12.83 CHF | 30,000 | 30,000 | 11,940 | 11,940 | 151,827 CHF | 152,203 CHF | 99.59% | 99.59% |
09/07/2024 | 0.38% | 12.57 CHF | 12.58 CHF | 30,000 | 30,000 | 11,890 | 11,890 | 153,070 CHF | 153,445 CHF | 100.00% | 100.00% |
08/07/2024 | 0.40% | 12.73 CHF | 12.74 CHF | 30,000 | 30,000 | 12,527 | 12,527 | 157,038 CHF | 157,450 CHF | 100.00% | 100.00% |
05/07/2024 | 0.43% | 12.23 CHF | 12.24 CHF | 31,000 | 31,000 | 13,213 | 13,213 | 154,764 CHF | 155,187 CHF | 95.45% | 95.45% |
04/07/2024 | 0.50% | 11.18 CHF | 11.22 CHF | 10,000 | 10,000 | 8,388 | 8,388 | 94,164 CHF | 94,610 CHF | 97.96% | 97.96% |
03/07/2024 | 0.38% | 11.27 CHF | 11.28 CHF | 33,000 | 33,000 | 13,893 | 13,893 | 151,520 CHF | 151,898 CHF | 97.38% | 97.38% |
02/07/2024 | 0.40% | 10.53 CHF | 10.54 CHF | 35,000 | 35,000 | 13,861 | 13,861 | 144,300 CHF | 144,674 CHF | 99.83% | 99.83% |