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 | 0.11% | 9.13 CHF | 9.14 CHF | 100,000 | 100,000 | 99,281 | 99,281 | 897,094 CHF | 898,087 CHF | 99.64% | 99.64% |
12/07/2024 | 0.12% | 8.93 CHF | 8.94 CHF | 100,000 | 100,000 | 99,279 | 99,279 | 869,281 CHF | 870,275 CHF | 99.77% | 99.77% |
11/07/2024 | 0.12% | 8.73 CHF | 8.74 CHF | 100,000 | 100,000 | 99,111 | 99,111 | 857,212 CHF | 858,204 CHF | 99.76% | 99.76% |
10/07/2024 | 0.12% | 8.34 CHF | 8.35 CHF | 100,000 | 100,000 | 99,252 | 99,252 | 822,976 CHF | 823,970 CHF | 99.66% | 99.66% |
09/07/2024 | 0.12% | 8.26 CHF | 8.27 CHF | 100,000 | 100,000 | 99,142 | 99,142 | 826,358 CHF | 827,350 CHF | 99.92% | 99.92% |
08/07/2024 | 0.12% | 8.49 CHF | 8.50 CHF | 100,000 | 100,000 | 99,347 | 99,347 | 834,653 CHF | 835,647 CHF | 99.69% | 99.69% |
05/07/2024 | 0.12% | 8.34 CHF | 8.35 CHF | 100,000 | 100,000 | 99,226 | 99,226 | 827,334 CHF | 828,327 CHF | 99.76% | 99.76% |
04/07/2024 | 0.12% | 8.38 CHF | 8.39 CHF | 100,000 | 100,000 | 99,304 | 99,304 | 835,350 CHF | 836,344 CHF | 99.74% | 99.74% |
03/07/2024 | 0.12% | 8.35 CHF | 8.36 CHF | 100,000 | 100,000 | 99,217 | 99,217 | 837,568 CHF | 838,561 CHF | 99.71% | 99.71% |
02/07/2024 | 0.12% | 8.26 CHF | 8.27 CHF | 100,000 | 100,000 | 99,060 | 99,056 | 810,869 CHF | 811,826 CHF | 99.45% | 99.45% |