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% | 8.68 CHF | 8.69 CHF | 17,000 | 17,000 | 16,376 | 16,376 | 145,721 CHF | 145,885 CHF | 99.81% | 99.81% |
12/07/2024 | 0.11% | 8.98 CHF | 8.99 CHF | 16,500 | 16,500 | 16,346 | 16,346 | 145,249 CHF | 145,413 CHF | 100.00% | 100.00% |
11/07/2024 | 0.11% | 8.92 CHF | 8.93 CHF | 16,500 | 16,500 | 16,345 | 16,345 | 145,788 CHF | 145,952 CHF | 99.95% | 99.95% |
10/07/2024 | 0.11% | 8.84 CHF | 8.85 CHF | 16,500 | 16,500 | 16,346 | 16,346 | 143,705 CHF | 143,869 CHF | 99.95% | 99.95% |
09/07/2024 | 0.11% | 8.94 CHF | 8.95 CHF | 16,500 | 16,500 | 16,344 | 16,344 | 146,499 CHF | 146,663 CHF | 100.00% | 100.00% |
08/07/2024 | 0.12% | 8.71 CHF | 8.72 CHF | 16,500 | 16,500 | 16,350 | 16,350 | 142,370 CHF | 142,534 CHF | 100.00% | 100.00% |
05/07/2024 | 0.12% | 8.57 CHF | 8.58 CHF | 17,000 | 17,000 | 16,519 | 16,519 | 143,149 CHF | 143,314 CHF | 100.00% | 100.00% |
04/07/2024 | 0.12% | 8.75 CHF | 8.76 CHF | 16,500 | 16,500 | 16,412 | 16,412 | 143,238 CHF | 143,402 CHF | 100.00% | 100.00% |
03/07/2024 | 0.12% | 8.75 CHF | 8.76 CHF | 16,500 | 16,500 | 16,468 | 16,468 | 142,907 CHF | 143,072 CHF | 99.78% | 99.78% |
02/07/2024 | 0.12% | 8.62 CHF | 8.63 CHF | 17,000 | 17,000 | 16,816 | 16,816 | 141,904 CHF | 142,072 CHF | 99.79% | 99.79% |