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 | 0.43% | 11.43 CHF | 11.44 CHF | 31,000 | 31,000 | 12,752 | 12,752 | 145,302 CHF | 145,717 CHF | 98.91% | 98.91% |
12/07/2024 | 0.46% | 11.27 CHF | 11.28 CHF | 31,000 | 31,000 | 12,942 | 12,942 | 141,677 CHF | 142,101 CHF | 99.51% | 99.51% |
11/07/2024 | 0.42% | 11.22 CHF | 11.23 CHF | 31,000 | 31,000 | 11,968 | 11,968 | 138,715 CHF | 139,089 CHF | 99.90% | 99.90% |
10/07/2024 | 0.43% | 11.76 CHF | 11.77 CHF | 30,000 | 30,000 | 11,938 | 11,938 | 139,245 CHF | 139,621 CHF | 99.58% | 99.58% |
09/07/2024 | 0.42% | 11.51 CHF | 11.52 CHF | 30,000 | 30,000 | 11,931 | 11,931 | 141,074 CHF | 141,448 CHF | 99.30% | 99.30% |
08/07/2024 | 0.44% | 11.68 CHF | 11.69 CHF | 30,000 | 30,000 | 12,530 | 12,530 | 143,918 CHF | 144,330 CHF | 100.00% | 100.00% |
05/07/2024 | 0.47% | 11.18 CHF | 11.19 CHF | 31,000 | 31,000 | 13,212 | 13,212 | 140,760 CHF | 141,183 CHF | 95.44% | 95.44% |
04/07/2024 | 0.55% | 10.11 CHF | 10.15 CHF | 10,000 | 10,000 | 8,401 | 8,401 | 85,360 CHF | 85,807 CHF | 97.96% | 97.96% |
03/07/2024 | 0.43% | 10.21 CHF | 10.22 CHF | 33,000 | 33,000 | 13,871 | 13,871 | 136,484 CHF | 136,862 CHF | 94.53% | 94.53% |
02/07/2024 | 0.45% | 9.45 CHF | 9.46 CHF | 35,000 | 35,000 | 13,894 | 13,894 | 129,653 CHF | 130,027 CHF | 99.98% | 99.98% |