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% | 11.61 CHF | 11.62 CHF | 31,000 | 31,000 | 12,755 | 12,755 | 147,598 CHF | 148,014 CHF | 98.94% | 98.94% |
12/07/2024 | 0.46% | 11.45 CHF | 11.46 CHF | 31,000 | 31,000 | 12,912 | 12,912 | 143,711 CHF | 144,135 CHF | 99.82% | 99.82% |
11/07/2024 | 0.41% | 11.40 CHF | 11.41 CHF | 31,000 | 31,000 | 11,969 | 11,969 | 140,830 CHF | 141,204 CHF | 99.90% | 99.90% |
10/07/2024 | 0.42% | 11.94 CHF | 11.95 CHF | 30,000 | 30,000 | 11,938 | 11,938 | 141,346 CHF | 141,722 CHF | 99.58% | 99.58% |
09/07/2024 | 0.41% | 11.69 CHF | 11.70 CHF | 30,000 | 30,000 | 11,890 | 11,890 | 142,670 CHF | 143,045 CHF | 100.00% | 100.00% |
08/07/2024 | 0.43% | 11.86 CHF | 11.87 CHF | 30,000 | 30,000 | 12,527 | 12,527 | 146,102 CHF | 146,514 CHF | 100.00% | 100.00% |
05/07/2024 | 0.46% | 11.36 CHF | 11.37 CHF | 31,000 | 31,000 | 13,213 | 13,213 | 143,218 CHF | 143,641 CHF | 95.45% | 95.45% |
04/07/2024 | 0.54% | 10.30 CHF | 10.34 CHF | 10,000 | 10,000 | 8,401 | 8,401 | 86,962 CHF | 87,409 CHF | 97.96% | 97.96% |
03/07/2024 | 0.41% | 10.40 CHF | 10.41 CHF | 33,000 | 33,000 | 13,897 | 13,897 | 139,378 CHF | 139,756 CHF | 97.40% | 97.40% |
02/07/2024 | 0.44% | 9.65 CHF | 9.66 CHF | 35,000 | 35,000 | 13,861 | 13,861 | 132,108 CHF | 132,482 CHF | 99.83% | 99.83% |