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 | 1.08% | 9.61 CHF | 9.64 CHF | 13,700 | 13,700 | 6,182 | 6,182 | 58,970 CHF | 59,438 CHF | 99.37% | 99.37% |
12/07/2024 | 1.09% | 9.32 CHF | 9.35 CHF | 14,200 | 14,200 | 6,414 | 6,414 | 58,592 CHF | 59,059 CHF | 99.58% | 99.58% |
11/07/2024 | 1.12% | 8.65 CHF | 8.68 CHF | 14,800 | 14,800 | 6,610 | 6,610 | 57,507 CHF | 57,988 CHF | 99.67% | 99.67% |
10/07/2024 | 1.15% | 8.61 CHF | 8.64 CHF | 13,200 | 13,200 | 5,836 | 5,836 | 53,422 CHF | 53,883 CHF | 98.35% | 98.35% |
09/07/2024 | 1.09% | 9.95 CHF | 9.98 CHF | 12,700 | 12,700 | 5,718 | 5,718 | 57,791 CHF | 58,253 CHF | 99.90% | 99.90% |
08/07/2024 | 1.06% | 10.24 CHF | 10.27 CHF | 12,300 | 12,300 | 5,500 | 5,500 | 57,563 CHF | 58,008 CHF | 99.77% | 99.77% |
05/07/2024 | 1.07% | 10.42 CHF | 10.45 CHF | 12,400 | 12,400 | 5,565 | 5,565 | 57,525 CHF | 57,976 CHF | 99.24% | 99.24% |
04/07/2024 | 1.22% | 10.33 CHF | 10.43 CHF | 5,000 | 5,000 | 3,990 | 3,990 | 41,040 CHF | 41,522 CHF | 100.00% | 100.00% |
03/07/2024 | 1.10% | 10.43 CHF | 10.46 CHF | 12,800 | 12,800 | 5,724 | 5,724 | 58,544 CHF | 59,007 CHF | 99.70% | 99.70% |
02/07/2024 | 1.13% | 9.60 CHF | 9.63 CHF | 13,700 | 13,700 | 6,207 | 6,207 | 57,734 CHF | 58,206 CHF | 99.68% | 99.68% |