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 | 0.21% | 9.69 CHF | 9.71 CHF | 17,625 | 17,625 | 17,576 | 17,576 | 166,530 CHF | 166,882 CHF | 99.84% | 99.84% |
12/07/2024 | 0.21% | 9.63 CHF | 9.65 CHF | 17,651 | 17,651 | 17,539 | 17,539 | 166,880 CHF | 167,231 CHF | 99.95% | 99.95% |
11/07/2024 | 0.30% | 10.25 CHF | 10.30 CHF | 17,202 | 17,202 | 17,272 | 17,272 | 170,673 CHF | 171,179 CHF | 99.91% | 99.91% |
10/07/2024 | 0.21% | 9.69 CHF | 9.71 CHF | 17,516 | 17,516 | 17,306 | 17,306 | 168,664 CHF | 169,010 CHF | 99.85% | 99.85% |
09/07/2024 | 0.21% | 9.47 CHF | 9.49 CHF | 17,628 | 17,628 | 17,291 | 17,291 | 168,877 CHF | 169,223 CHF | 99.76% | 99.76% |
08/07/2024 | 0.21% | 9.78 CHF | 9.80 CHF | 17,464 | 17,464 | 17,302 | 17,302 | 169,134 CHF | 169,481 CHF | 99.97% | 99.97% |
05/07/2024 | 0.21% | 9.92 CHF | 9.94 CHF | 17,377 | 17,377 | 17,487 | 17,487 | 166,218 CHF | 166,568 CHF | 99.70% | 99.70% |
04/07/2024 | 0.22% | 9.28 CHF | 9.30 CHF | 17,784 | 17,784 | 17,617 | 17,617 | 163,052 CHF | 163,404 CHF | 100.00% | 100.00% |
03/07/2024 | 0.22% | 9.40 CHF | 9.42 CHF | 17,701 | 17,701 | 17,643 | 17,643 | 161,674 CHF | 162,027 CHF | 99.95% | 99.95% |
02/07/2024 | 0.24% | 8.69 CHF | 8.71 CHF | 18,077 | 18,077 | 18,067 | 18,067 | 152,200 CHF | 152,562 CHF | 99.65% | 99.65% |