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 | 0.12% | 8.02 CHF | 8.03 CHF | 9,200 | 9,200 | 9,143 | 9,143 | 76,290 CHF | 76,381 CHF | 100.00% | 100.00% |
12/07/2024 | 0.12% | 8.68 CHF | 8.69 CHF | 9,300 | 9,300 | 9,335 | 9,335 | 78,437 CHF | 78,530 CHF | 100.00% | 100.00% |
11/07/2024 | 0.13% | 8.33 CHF | 8.34 CHF | 10,100 | 10,100 | 10,135 | 10,135 | 80,109 CHF | 80,211 CHF | 99.86% | 99.86% |
10/07/2024 | 0.14% | 7.42 CHF | 7.43 CHF | 10,500 | 10,500 | 10,457 | 10,457 | 76,466 CHF | 76,570 CHF | 99.99% | 99.99% |
09/07/2024 | 0.13% | 7.66 CHF | 7.67 CHF | 10,200 | 10,200 | 9,845 | 9,845 | 76,813 CHF | 76,911 CHF | 99.74% | 99.74% |
08/07/2024 | 0.12% | 7.95 CHF | 7.96 CHF | 9,400 | 9,400 | 9,356 | 9,356 | 76,249 CHF | 76,342 CHF | 99.26% | 99.26% |
05/07/2024 | 0.12% | 8.29 CHF | 8.30 CHF | 9,400 | 9,400 | 9,361 | 9,361 | 79,096 CHF | 79,190 CHF | 100.00% | 100.00% |
04/07/2024 | 0.12% | 8.38 CHF | 8.39 CHF | 9,700 | 9,700 | 9,660 | 9,660 | 78,766 CHF | 78,863 CHF | 99.55% | 99.55% |
03/07/2024 | 0.13% | 7.94 CHF | 7.95 CHF | 9,900 | 9,900 | 9,945 | 9,945 | 78,716 CHF | 78,816 CHF | 100.00% | 100.00% |
02/07/2024 | 0.13% | 7.65 CHF | 7.66 CHF | 10,000 | 10,000 | 9,926 | 9,926 | 76,853 CHF | 76,953 CHF | 99.99% | 99.99% |