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% | 11.42 CHF | 11.43 CHF | 31,000 | 31,000 | 12,751 | 12,751 | 145,204 CHF | 145,619 CHF | 98.93% | 98.93% |
12/07/2024 | 0.46% | 11.27 CHF | 11.28 CHF | 31,000 | 31,000 | 12,942 | 12,942 | 141,648 CHF | 142,073 CHF | 99.51% | 99.51% |
11/07/2024 | 0.42% | 11.21 CHF | 11.22 CHF | 31,000 | 31,000 | 11,972 | 11,972 | 138,672 CHF | 139,046 CHF | 99.92% | 99.92% |
10/07/2024 | 0.43% | 11.75 CHF | 11.76 CHF | 30,000 | 30,000 | 11,940 | 11,940 | 139,165 CHF | 139,541 CHF | 99.59% | 99.59% |
09/07/2024 | 0.42% | 11.51 CHF | 11.52 CHF | 30,000 | 30,000 | 11,890 | 11,890 | 140,473 CHF | 140,848 CHF | 100.00% | 100.00% |
08/07/2024 | 0.44% | 11.67 CHF | 11.68 CHF | 30,000 | 30,000 | 12,530 | 12,530 | 143,818 CHF | 144,231 CHF | 100.00% | 100.00% |
05/07/2024 | 0.47% | 11.17 CHF | 11.18 CHF | 31,000 | 31,000 | 13,212 | 13,212 | 140,758 CHF | 141,181 CHF | 95.44% | 95.44% |
04/07/2024 | 0.55% | 10.12 CHF | 10.16 CHF | 10,000 | 10,000 | 8,388 | 8,388 | 85,268 CHF | 85,714 CHF | 97.96% | 97.96% |
03/07/2024 | 0.42% | 10.21 CHF | 10.22 CHF | 33,000 | 33,000 | 13,891 | 13,891 | 136,737 CHF | 137,114 CHF | 97.37% | 97.37% |
02/07/2024 | 0.45% | 9.46 CHF | 9.47 CHF | 35,000 | 35,000 | 13,865 | 13,865 | 129,564 CHF | 129,937 CHF | 99.84% | 99.84% |