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 | 0.31% | 9.92 CHF | 9.95 CHF | 17,625 | 17,625 | 17,576 | 17,576 | 170,580 CHF | 171,108 CHF | 99.89% | 99.89% |
12/07/2024 | 0.31% | 9.86 CHF | 9.89 CHF | 17,651 | 17,651 | 17,539 | 17,539 | 170,920 CHF | 171,447 CHF | 99.95% | 99.95% |
11/07/2024 | 0.42% | 10.50 CHF | 10.55 CHF | 17,202 | 17,202 | 17,274 | 17,274 | 174,604 CHF | 175,339 CHF | 99.38% | 99.38% |
10/07/2024 | 0.37% | 9.93 CHF | 9.96 CHF | 17,517 | 17,517 | 17,306 | 17,306 | 172,566 CHF | 173,192 CHF | 100.00% | 100.00% |
09/07/2024 | 0.43% | 9.70 CHF | 9.73 CHF | 17,628 | 17,628 | 17,293 | 17,293 | 172,734 CHF | 173,482 CHF | 99.84% | 99.84% |
08/07/2024 | 0.40% | 10.00 CHF | 10.05 CHF | 17,471 | 17,471 | 17,302 | 17,302 | 172,988 CHF | 173,679 CHF | 100.00% | 100.00% |
05/07/2024 | 0.33% | 10.15 CHF | 10.20 CHF | 17,389 | 17,389 | 17,488 | 17,488 | 170,241 CHF | 170,797 CHF | 99.77% | 99.77% |
04/07/2024 | 0.32% | 9.51 CHF | 9.54 CHF | 17,784 | 17,784 | 17,617 | 17,617 | 167,127 CHF | 167,656 CHF | 100.00% | 100.00% |
03/07/2024 | 0.32% | 9.63 CHF | 9.66 CHF | 17,701 | 17,701 | 17,643 | 17,643 | 165,762 CHF | 166,291 CHF | 99.84% | 99.84% |
02/07/2024 | 0.35% | 8.93 CHF | 8.96 CHF | 18,080 | 18,080 | 18,067 | 18,067 | 156,398 CHF | 156,940 CHF | 99.45% | 99.45% |