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 | 0.14% | 7.01 CHF | 7.02 CHF | 11,100 | 11,100 | 11,054 | 11,054 | 77,578 CHF | 77,689 CHF | 99.89% | 99.89% |
12/07/2024 | 0.14% | 7.08 CHF | 7.09 CHF | 11,300 | 11,300 | 11,299 | 11,299 | 78,105 CHF | 78,218 CHF | 99.78% | 99.78% |
11/07/2024 | 0.14% | 6.83 CHF | 6.84 CHF | 11,400 | 11,400 | 11,287 | 11,287 | 78,279 CHF | 78,392 CHF | 99.72% | 99.72% |
10/07/2024 | 0.15% | 6.77 CHF | 6.78 CHF | 11,700 | 11,700 | 11,652 | 11,652 | 78,117 CHF | 78,233 CHF | 99.90% | 99.90% |
09/07/2024 | 0.15% | 6.65 CHF | 6.66 CHF | 11,700 | 11,700 | 11,652 | 11,652 | 77,630 CHF | 77,747 CHF | 100.00% | 100.00% |
08/07/2024 | 0.15% | 6.59 CHF | 6.60 CHF | 12,700 | 12,700 | 12,823 | 12,823 | 82,756 CHF | 82,884 CHF | 99.99% | 99.99% |
05/07/2024 | 0.16% | 5.89 CHF | 5.90 CHF | 12,700 | 12,700 | 12,633 | 12,633 | 76,764 CHF | 76,890 CHF | 99.35% | 99.35% |
04/07/2024 | 0.16% | 6.16 CHF | 6.17 CHF | 13,000 | 13,000 | 12,945 | 12,945 | 79,049 CHF | 79,178 CHF | 99.90% | 99.90% |
03/07/2024 | 0.17% | 5.94 CHF | 5.95 CHF | 12,500 | 12,500 | 12,450 | 12,450 | 74,829 CHF | 74,954 CHF | 99.99% | 99.99% |
02/07/2024 | 0.17% | 6.23 CHF | 6.24 CHF | 11,200 | 11,200 | 11,170 | 11,170 | 67,294 CHF | 67,405 CHF | 98.68% | 98.68% |