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 | 0.30% | 9.82 CHF | 9.84 CHF | 27,300 | 27,300 | 15,212 | 15,212 | 144,239 CHF | 144,636 CHF | 99.97% | 99.97% |
12/07/2024 | 0.30% | 9.49 CHF | 9.51 CHF | 27,500 | 27,500 | 15,141 | 15,141 | 143,452 CHF | 143,847 CHF | 99.99% | 99.99% |
11/07/2024 | 0.34% | 9.71 CHF | 9.73 CHF | 24,700 | 24,700 | 13,491 | 13,491 | 139,920 CHF | 140,353 CHF | 99.91% | 99.91% |
10/07/2024 | 0.35% | 10.42 CHF | 10.44 CHF | 25,100 | 25,100 | 13,883 | 13,883 | 144,340 CHF | 144,786 CHF | 99.99% | 99.99% |
09/07/2024 | 0.35% | 10.43 CHF | 10.45 CHF | 25,100 | 25,100 | 13,885 | 13,885 | 144,053 CHF | 144,499 CHF | 100.00% | 100.00% |
08/07/2024 | 0.35% | 10.30 CHF | 10.32 CHF | 24,500 | 24,500 | 13,643 | 13,643 | 140,365 CHF | 140,803 CHF | 100.00% | 100.00% |
05/07/2024 | 0.29% | 10.45 CHF | 10.47 CHF | 26,200 | 26,200 | 14,647 | 14,647 | 145,802 CHF | 146,190 CHF | 99.58% | 99.58% |
04/07/2024 | 0.32% | 9.71 CHF | 9.74 CHF | 13,300 | 13,300 | 11,923 | 11,923 | 115,149 CHF | 115,514 CHF | 99.90% | 99.90% |
03/07/2024 | 0.30% | 9.57 CHF | 9.59 CHF | 27,000 | 27,000 | 14,964 | 14,964 | 142,033 CHF | 142,423 CHF | 99.99% | 99.99% |
02/07/2024 | 0.31% | 9.22 CHF | 9.24 CHF | 28,300 | 28,300 | 15,655 | 15,655 | 141,280 CHF | 141,689 CHF | 99.98% | 99.98% |