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 | 0.22% | 8.99 CHF | 9.01 CHF | 13,700 | 13,700 | 13,644 | 13,644 | 122,989 CHF | 123,262 CHF | 99.99% | 99.99% |
12/07/2024 | 0.22% | 9.19 CHF | 9.21 CHF | 14,200 | 14,200 | 14,141 | 14,141 | 126,994 CHF | 127,276 CHF | 100.00% | 100.00% |
11/07/2024 | 0.23% | 8.69 CHF | 8.71 CHF | 14,600 | 14,600 | 14,541 | 14,541 | 124,939 CHF | 125,230 CHF | 99.95% | 99.95% |
10/07/2024 | 0.24% | 8.43 CHF | 8.45 CHF | 15,100 | 15,100 | 15,730 | 15,730 | 130,080 CHF | 130,395 CHF | 100.00% | 100.00% |
09/07/2024 | 0.24% | 8.04 CHF | 8.06 CHF | 15,200 | 15,200 | 15,137 | 15,137 | 124,343 CHF | 124,645 CHF | 99.99% | 99.99% |
08/07/2024 | 0.24% | 8.50 CHF | 8.52 CHF | 15,500 | 15,500 | 15,413 | 15,413 | 130,097 CHF | 130,406 CHF | 99.99% | 99.99% |
05/07/2024 | 0.24% | 8.08 CHF | 8.10 CHF | 15,300 | 15,300 | 15,225 | 15,225 | 127,203 CHF | 127,508 CHF | 99.99% | 99.99% |
04/07/2024 | 0.24% | 8.36 CHF | 8.38 CHF | 15,700 | 15,700 | 15,635 | 15,635 | 130,056 CHF | 130,369 CHF | 100.00% | 100.00% |
03/07/2024 | 0.25% | 8.07 CHF | 8.09 CHF | 16,000 | 16,000 | 15,934 | 15,934 | 126,675 CHF | 126,994 CHF | 99.99% | 99.99% |
02/07/2024 | 0.26% | 7.85 CHF | 7.87 CHF | 15,000 | 15,000 | 14,938 | 14,938 | 115,574 CHF | 115,872 CHF | 99.97% | 99.97% |