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% | 12.39 CHF | 12.40 CHF | 31,000 | 31,000 | 12,754 | 12,754 | 157,524 CHF | 157,940 CHF | 98.92% | 98.92% |
12/07/2024 | 0.43% | 12.23 CHF | 12.24 CHF | 31,000 | 31,000 | 12,912 | 12,912 | 153,766 CHF | 154,190 CHF | 99.82% | 99.82% |
11/07/2024 | 0.39% | 12.17 CHF | 12.18 CHF | 31,000 | 31,000 | 11,974 | 11,974 | 150,215 CHF | 150,589 CHF | 99.93% | 99.93% |
10/07/2024 | 0.39% | 12.72 CHF | 12.73 CHF | 30,000 | 30,000 | 11,938 | 11,938 | 150,691 CHF | 151,067 CHF | 99.58% | 99.58% |
09/07/2024 | 0.39% | 12.47 CHF | 12.48 CHF | 30,000 | 30,000 | 11,890 | 11,890 | 151,961 CHF | 152,336 CHF | 100.00% | 100.00% |
08/07/2024 | 0.40% | 12.64 CHF | 12.65 CHF | 30,000 | 30,000 | 12,530 | 12,530 | 155,899 CHF | 156,311 CHF | 100.00% | 100.00% |
05/07/2024 | 0.43% | 12.14 CHF | 12.15 CHF | 31,000 | 31,000 | 13,215 | 13,215 | 153,552 CHF | 153,975 CHF | 95.45% | 95.45% |
04/07/2024 | 0.50% | 11.08 CHF | 11.12 CHF | 10,000 | 10,000 | 8,388 | 8,388 | 93,386 CHF | 93,832 CHF | 97.97% | 97.97% |
03/07/2024 | 0.38% | 11.18 CHF | 11.19 CHF | 33,000 | 33,000 | 13,891 | 13,891 | 150,195 CHF | 150,573 CHF | 97.37% | 97.37% |
02/07/2024 | 0.41% | 10.43 CHF | 10.44 CHF | 35,000 | 35,000 | 13,860 | 13,860 | 142,979 CHF | 143,353 CHF | 99.82% | 99.82% |