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 | 0.42% | 11.80 CHF | 11.81 CHF | 31,000 | 31,000 | 12,752 | 12,752 | 150,021 CHF | 150,436 CHF | 98.91% | 98.91% |
12/07/2024 | 0.45% | 11.64 CHF | 11.65 CHF | 31,000 | 31,000 | 12,942 | 12,942 | 146,472 CHF | 146,896 CHF | 99.51% | 99.51% |
11/07/2024 | 0.41% | 11.59 CHF | 11.60 CHF | 31,000 | 31,000 | 11,980 | 11,980 | 143,286 CHF | 143,660 CHF | 99.74% | 99.74% |
10/07/2024 | 0.41% | 12.14 CHF | 12.15 CHF | 30,000 | 30,000 | 11,940 | 11,940 | 143,708 CHF | 144,083 CHF | 99.59% | 99.59% |
09/07/2024 | 0.40% | 11.88 CHF | 11.89 CHF | 30,000 | 30,000 | 11,940 | 11,940 | 145,616 CHF | 145,990 CHF | 99.15% | 99.15% |
08/07/2024 | 0.42% | 12.05 CHF | 12.06 CHF | 30,000 | 30,000 | 12,530 | 12,530 | 148,563 CHF | 148,975 CHF | 100.00% | 100.00% |
05/07/2024 | 0.46% | 11.55 CHF | 11.56 CHF | 31,000 | 31,000 | 13,213 | 13,213 | 145,675 CHF | 146,099 CHF | 95.45% | 95.45% |
04/07/2024 | 0.53% | 10.48 CHF | 10.52 CHF | 10,000 | 10,000 | 8,388 | 8,388 | 88,346 CHF | 88,793 CHF | 97.97% | 97.97% |
03/07/2024 | 0.41% | 10.58 CHF | 10.59 CHF | 33,000 | 33,000 | 13,779 | 13,779 | 140,674 CHF | 141,052 CHF | 93.30% | 93.30% |
02/07/2024 | 0.43% | 9.82 CHF | 9.83 CHF | 35,000 | 35,000 | 13,897 | 13,897 | 134,875 CHF | 135,248 CHF | 100.00% | 100.00% |