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 | 0.40% | 9.64 CHF | 9.66 CHF | 22,800 | 22,800 | 12,722 | 12,722 | 117,490 CHF | 117,900 CHF | 99.86% | 99.86% |
12/07/2024 | 0.39% | 9.25 CHF | 9.27 CHF | 22,900 | 22,900 | 12,613 | 12,613 | 116,385 CHF | 116,790 CHF | 99.99% | 99.99% |
11/07/2024 | 0.42% | 9.53 CHF | 9.55 CHF | 19,900 | 19,900 | 10,865 | 10,865 | 112,595 CHF | 113,009 CHF | 99.90% | 99.90% |
10/07/2024 | 0.35% | 10.43 CHF | 10.45 CHF | 20,500 | 20,500 | 11,315 | 11,315 | 117,682 CHF | 118,045 CHF | 99.99% | 99.99% |
09/07/2024 | 0.35% | 10.43 CHF | 10.45 CHF | 20,500 | 20,500 | 11,316 | 11,316 | 117,282 CHF | 117,645 CHF | 100.00% | 100.00% |
08/07/2024 | 0.42% | 10.27 CHF | 10.29 CHF | 19,800 | 19,800 | 11,020 | 11,020 | 113,121 CHF | 113,541 CHF | 99.81% | 99.81% |
05/07/2024 | 0.37% | 10.46 CHF | 10.48 CHF | 21,600 | 21,600 | 12,077 | 12,077 | 118,923 CHF | 119,312 CHF | 99.33% | 99.33% |
04/07/2024 | 0.42% | 9.54 CHF | 9.58 CHF | 11,000 | 11,000 | 9,834 | 9,834 | 93,202 CHF | 93,596 CHF | 99.90% | 99.90% |
03/07/2024 | 0.39% | 9.35 CHF | 9.37 CHF | 22,400 | 22,400 | 12,433 | 12,433 | 115,063 CHF | 115,462 CHF | 100.00% | 100.00% |
02/07/2024 | 0.41% | 8.94 CHF | 8.96 CHF | 23,800 | 23,800 | 13,108 | 13,108 | 114,088 CHF | 114,509 CHF | 99.97% | 99.97% |