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 | 0.24% | 8.47 CHF | 8.49 CHF | 36,000 | 36,000 | 36,042 | 36,042 | 305,303 CHF | 306,024 CHF | 99.99% | 99.99% |
12/07/2024 | 0.22% | 8.98 CHF | 9.00 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 310,818 CHF | 311,518 CHF | 100.00% | 100.00% |
11/07/2024 | 0.23% | 8.82 CHF | 8.84 CHF | 35,000 | 35,000 | 35,167 | 35,167 | 309,393 CHF | 310,097 CHF | 99.84% | 99.84% |
10/07/2024 | 0.24% | 8.59 CHF | 8.61 CHF | 36,000 | 36,000 | 36,000 | 36,000 | 305,996 CHF | 306,716 CHF | 99.99% | 99.99% |
09/07/2024 | 0.23% | 8.46 CHF | 8.48 CHF | 36,000 | 36,000 | 35,957 | 35,957 | 308,194 CHF | 308,914 CHF | 99.73% | 99.73% |
08/07/2024 | 0.23% | 8.50 CHF | 8.52 CHF | 36,000 | 36,000 | 36,000 | 36,000 | 308,680 CHF | 309,400 CHF | 99.99% | 99.99% |
05/07/2024 | 0.23% | 8.65 CHF | 8.67 CHF | 36,000 | 36,000 | 35,297 | 35,297 | 309,125 CHF | 309,831 CHF | 99.80% | 99.80% |
04/07/2024 | 0.23% | 8.73 CHF | 8.75 CHF | 36,000 | 36,000 | 35,659 | 35,659 | 312,042 CHF | 312,756 CHF | 100.00% | 100.00% |
03/07/2024 | 0.23% | 8.75 CHF | 8.77 CHF | 36,000 | 36,000 | 35,248 | 35,248 | 310,330 CHF | 311,035 CHF | 100.00% | 100.00% |
02/07/2024 | 0.23% | 8.77 CHF | 8.79 CHF | 35,000 | 35,000 | 35,283 | 35,283 | 309,916 CHF | 310,622 CHF | 100.00% | 100.00% |