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 | 1.50% | 9.72 CHF | 9.75 CHF | 13,500 | 13,500 | 6,055 | 6,055 | 58,497 CHF | 59,125 CHF | 99.99% | 99.99% |
12/07/2024 | 1.54% | 9.69 CHF | 9.72 CHF | 13,800 | 13,800 | 6,222 | 6,222 | 59,244 CHF | 59,890 CHF | 99.99% | 99.99% |
11/07/2024 | 1.52% | 9.28 CHF | 9.31 CHF | 14,200 | 14,200 | 6,381 | 6,381 | 58,640 CHF | 59,282 CHF | 99.80% | 99.80% |
10/07/2024 | 1.52% | 9.07 CHF | 9.10 CHF | 14,200 | 14,200 | 6,388 | 6,388 | 58,099 CHF | 58,743 CHF | 100.00% | 100.00% |
09/07/2024 | 1.53% | 9.27 CHF | 9.30 CHF | 14,100 | 14,100 | 6,284 | 6,284 | 58,265 CHF | 58,905 CHF | 99.74% | 99.74% |
08/07/2024 | 1.51% | 9.39 CHF | 9.42 CHF | 13,300 | 13,300 | 5,962 | 5,962 | 57,142 CHF | 57,772 CHF | 99.99% | 99.99% |
05/07/2024 | 1.52% | 9.46 CHF | 9.49 CHF | 13,600 | 13,600 | 6,078 | 6,078 | 57,745 CHF | 58,377 CHF | 99.70% | 99.70% |
04/07/2024 | 1.77% | 9.65 CHF | 9.80 CHF | 5,400 | 5,400 | 4,381 | 4,381 | 42,097 CHF | 42,827 CHF | 100.00% | 100.00% |
03/07/2024 | 1.52% | 9.73 CHF | 9.76 CHF | 13,600 | 13,600 | 6,145 | 6,145 | 58,925 CHF | 59,563 CHF | 100.00% | 100.00% |
02/07/2024 | 1.52% | 9.49 CHF | 9.52 CHF | 13,600 | 13,600 | 6,073 | 6,073 | 57,845 CHF | 58,472 CHF | 99.98% | 99.98% |