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 | 0.18% | 8.86 CHF | 8.87 CHF | 29,500 | 29,500 | 16,944 | 16,944 | 146,909 CHF | 147,144 CHF | 99.67% | 99.67% |
12/07/2024 | 0.20% | 8.70 CHF | 8.71 CHF | 30,500 | 30,500 | 16,771 | 16,771 | 146,260 CHF | 146,527 CHF | 99.77% | 99.77% |
11/07/2024 | 0.19% | 8.73 CHF | 8.74 CHF | 28,200 | 28,200 | 15,107 | 15,107 | 142,434 CHF | 142,676 CHF | 99.64% | 99.64% |
10/07/2024 | 0.19% | 9.26 CHF | 9.27 CHF | 28,200 | 28,200 | 15,559 | 15,559 | 145,640 CHF | 145,890 CHF | 99.99% | 99.99% |
09/07/2024 | 0.18% | 9.52 CHF | 9.53 CHF | 27,000 | 27,000 | 14,886 | 14,886 | 145,164 CHF | 145,403 CHF | 99.98% | 99.98% |
08/07/2024 | 0.18% | 9.71 CHF | 9.72 CHF | 26,700 | 26,700 | 14,742 | 14,742 | 145,133 CHF | 145,370 CHF | 99.99% | 99.99% |
05/07/2024 | 0.19% | 9.79 CHF | 9.80 CHF | 27,800 | 27,800 | 15,403 | 15,403 | 146,608 CHF | 146,855 CHF | 98.25% | 98.25% |
04/07/2024 | 0.21% | 9.31 CHF | 9.33 CHF | 13,900 | 13,900 | 12,465 | 12,465 | 117,374 CHF | 117,624 CHF | 100.00% | 100.00% |
03/07/2024 | 0.19% | 9.32 CHF | 9.33 CHF | 28,100 | 28,100 | 15,678 | 15,678 | 145,029 CHF | 145,280 CHF | 96.78% | 96.78% |
02/07/2024 | 0.20% | 9.10 CHF | 9.11 CHF | 28,500 | 28,500 | 15,725 | 15,725 | 141,911 CHF | 142,163 CHF | 99.97% | 99.97% |