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 | 0.80% | 12.65 CHF | 12.70 CHF | 2,320 | 2,320 | 1,566 | 1,566 | 19,017 CHF | 19,156 CHF | 99.96% | 99.96% |
12/07/2024 | 0.79% | 12.20 CHF | 12.25 CHF | 2,320 | 2,320 | 1,552 | 1,552 | 18,882 CHF | 19,020 CHF | 100.00% | 100.00% |
11/07/2024 | 0.71% | 12.50 CHF | 12.55 CHF | 2,100 | 2,100 | 1,383 | 1,383 | 18,485 CHF | 18,607 CHF | 99.93% | 99.93% |
10/07/2024 | 0.72% | 13.40 CHF | 13.45 CHF | 2,130 | 2,130 | 1,425 | 1,425 | 19,036 CHF | 19,162 CHF | 100.00% | 100.00% |
09/07/2024 | 0.72% | 13.40 CHF | 13.45 CHF | 2,120 | 2,120 | 1,421 | 1,421 | 18,949 CHF | 19,075 CHF | 99.66% | 99.66% |
08/07/2024 | 0.72% | 13.25 CHF | 13.30 CHF | 2,080 | 2,080 | 1,390 | 1,390 | 18,452 CHF | 18,574 CHF | 100.00% | 100.00% |
05/07/2024 | 0.76% | 13.45 CHF | 13.50 CHF | 2,220 | 2,220 | 1,505 | 1,505 | 19,197 CHF | 19,330 CHF | 100.00% | 100.00% |
04/07/2024 | 1.22% | 12.45 CHF | 12.60 CHF | 452 | 452 | 448 | 448 | 5,545 CHF | 5,612 CHF | 99.43% | 99.43% |
03/07/2024 | 0.78% | 12.35 CHF | 12.40 CHF | 2,290 | 2,290 | 1,533 | 1,533 | 18,756 CHF | 18,892 CHF | 99.62% | 99.62% |
02/07/2024 | 0.83% | 11.90 CHF | 11.95 CHF | 2,380 | 2,380 | 1,595 | 1,595 | 18,531 CHF | 18,672 CHF | 99.53% | 99.53% |