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 | 0.38% | 13.79 CHF | 13.84 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 40,932 CHF | 41,087 CHF | 100.00% | 100.00% |
12/07/2024 | 0.37% | 14.02 CHF | 14.07 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 41,336 CHF | 41,488 CHF | 100.00% | 100.00% |
11/07/2024 | 0.38% | 13.50 CHF | 13.55 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 39,212 CHF | 39,360 CHF | 100.00% | 100.00% |
10/07/2024 | 0.37% | 13.05 CHF | 13.09 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 36,015 CHF | 36,147 CHF | 100.00% | 100.00% |
09/07/2024 | 0.38% | 11.43 CHF | 11.47 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 34,187 CHF | 34,318 CHF | 100.00% | 100.00% |
08/07/2024 | 0.38% | 11.28 CHF | 11.32 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 35,003 CHF | 35,138 CHF | 100.00% | 100.00% |
05/07/2024 | 0.37% | 11.65 CHF | 11.69 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 38,135 CHF | 38,278 CHF | 100.00% | 100.00% |
04/07/2024 | 0.39% | 12.44 CHF | 12.48 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 36,626 CHF | 36,769 CHF | 100.00% | 100.00% |
03/07/2024 | 0.37% | 12.72 CHF | 12.77 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 37,667 CHF | 37,806 CHF | 100.00% | 100.00% |
02/07/2024 | 0.52% | 11.99 CHF | 12.05 CHF | 3,000 | 3,000 | 2,402 | 2,402 | 28,046 CHF | 28,189 CHF | 100.00% | 100.00% |