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 | 0.11% | 8.63 CHF | 8.64 CHF | 783,400 | 783,400 | 783,400 | 783,400 | 6,833,380 CHF | 6,841,210 CHF | 99.09% | 99.09% |
12/07/2024 | 0.12% | 8.93 CHF | 8.94 CHF | 809,900 | 809,900 | 809,900 | 809,900 | 6,982,560 CHF | 6,990,660 CHF | 95.39% | 95.39% |
11/07/2024 | 0.13% | 8.50 CHF | 8.51 CHF | 826,300 | 826,300 | 811,447 | 811,447 | 6,782,250 CHF | 6,790,450 CHF | 99.67% | 99.67% |
10/07/2024 | 0.12% | 8.25 CHF | 8.26 CHF | 849,000 | 849,000 | 849,000 | 849,000 | 6,893,190 CHF | 6,901,680 CHF | 100.00% | 100.00% |
09/07/2024 | 0.12% | 7.92 CHF | 7.93 CHF | 815,800 | 815,800 | 815,800 | 815,800 | 6,662,950 CHF | 6,671,110 CHF | 99.99% | 99.99% |
08/07/2024 | 0.12% | 8.39 CHF | 8.40 CHF | 814,400 | 814,400 | 814,400 | 814,400 | 6,913,590 CHF | 6,921,740 CHF | 100.00% | 100.00% |
05/07/2024 | 0.12% | 8.37 CHF | 8.38 CHF | 817,400 | 817,400 | 817,400 | 817,400 | 7,001,600 CHF | 7,009,780 CHF | 99.80% | 99.80% |
04/07/2024 | 0.12% | 8.37 CHF | 8.38 CHF | 827,200 | 827,200 | 827,200 | 827,200 | 6,884,000 CHF | 6,892,270 CHF | 99.93% | 99.93% |
03/07/2024 | 0.12% | 8.23 CHF | 8.24 CHF | 855,300 | 855,300 | 855,300 | 855,300 | 6,941,830 CHF | 6,950,380 CHF | 99.99% | 99.99% |
02/07/2024 | 0.13% | 7.82 CHF | 7.83 CHF | 837,100 | 837,100 | 837,100 | 837,100 | 6,484,750 CHF | 6,493,120 CHF | 100.00% | 100.00% |