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 | 0.27% | 10.75 CHF | 10.78 CHF | 14,600 | 14,600 | 14,402 | 14,402 | 157,633 CHF | 158,065 CHF | 99.97% | 99.97% |
12/07/2024 | 0.28% | 11.14 CHF | 11.17 CHF | 14,500 | 14,500 | 14,790 | 14,790 | 159,340 CHF | 159,784 CHF | 100.00% | 100.00% |
11/07/2024 | 0.28% | 10.78 CHF | 10.81 CHF | 14,600 | 14,600 | 14,537 | 14,537 | 156,069 CHF | 156,505 CHF | 99.99% | 99.99% |
10/07/2024 | 0.27% | 11.04 CHF | 11.07 CHF | 14,800 | 14,800 | 14,739 | 14,739 | 162,025 CHF | 162,467 CHF | 100.00% | 100.00% |
09/07/2024 | 0.27% | 10.97 CHF | 11.00 CHF | 14,800 | 14,800 | 14,594 | 14,594 | 162,736 CHF | 163,174 CHF | 99.99% | 99.99% |
08/07/2024 | 0.19% | 10.76 CHF | 10.78 CHF | 15,300 | 15,300 | 15,237 | 15,237 | 162,897 CHF | 163,202 CHF | 99.99% | 99.99% |
05/07/2024 | 0.19% | 10.40 CHF | 10.42 CHF | 15,300 | 15,300 | 15,237 | 15,237 | 159,623 CHF | 159,928 CHF | 99.79% | 99.79% |
04/07/2024 | 0.19% | 10.47 CHF | 10.49 CHF | 15,400 | 15,400 | 15,336 | 15,336 | 159,523 CHF | 159,830 CHF | 99.49% | 99.49% |
03/07/2024 | 0.20% | 10.26 CHF | 10.28 CHF | 15,100 | 15,100 | 15,374 | 15,374 | 156,517 CHF | 156,825 CHF | 99.91% | 99.91% |
02/07/2024 | 0.19% | 10.57 CHF | 10.59 CHF | 15,100 | 15,100 | 15,252 | 15,252 | 157,925 CHF | 158,230 CHF | 99.98% | 99.98% |