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% | 9.92 CHF | 9.93 CHF | 97,000 | 97,000 | 99,391 | 99,391 | 941,642 CHF | 942,635 CHF | 99.99% | 99.99% |
12/07/2024 | 0.11% | 9.43 CHF | 9.44 CHF | 99,700 | 99,700 | 99,172 | 99,172 | 917,857 CHF | 918,848 CHF | 100.00% | 100.00% |
11/07/2024 | 0.11% | 9.60 CHF | 9.61 CHF | 99,100 | 99,100 | 103,513 | 103,513 | 930,936 CHF | 931,971 CHF | 99.89% | 99.89% |
10/07/2024 | 0.12% | 8.72 CHF | 8.73 CHF | 104,100 | 104,100 | 107,184 | 107,184 | 931,382 CHF | 932,454 CHF | 99.99% | 99.99% |
09/07/2024 | 0.12% | 8.19 CHF | 8.20 CHF | 107,600 | 107,600 | 105,617 | 105,617 | 884,943 CHF | 886,000 CHF | 100.00% | 100.00% |
08/07/2024 | 0.12% | 8.63 CHF | 8.64 CHF | 105,500 | 105,500 | 104,865 | 104,865 | 907,723 CHF | 908,771 CHF | 100.00% | 100.00% |
05/07/2024 | 0.12% | 8.89 CHF | 8.90 CHF | 104,800 | 104,800 | 108,721 | 108,721 | 934,491 CHF | 935,578 CHF | 99.80% | 99.80% |
04/07/2024 | 0.12% | 8.41 CHF | 8.42 CHF | 109,200 | 109,200 | 108,495 | 108,495 | 909,478 CHF | 910,563 CHF | 100.00% | 100.00% |
03/07/2024 | 0.12% | 8.50 CHF | 8.51 CHF | 108,400 | 108,400 | 114,330 | 114,330 | 940,786 CHF | 941,929 CHF | 99.92% | 99.92% |
02/07/2024 | 0.13% | 7.85 CHF | 7.86 CHF | 115,100 | 115,100 | 115,632 | 115,632 | 901,431 CHF | 902,588 CHF | 99.99% | 99.99% |