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% | 9.59 CHF | 9.61 CHF | 35,800 | 35,800 | 35,680 | 35,680 | 341,540 CHF | 342,254 CHF | 99.99% | 99.99% |
12/07/2024 | 0.21% | 9.55 CHF | 9.57 CHF | 35,600 | 35,600 | 35,241 | 35,241 | 339,666 CHF | 340,371 CHF | 100.00% | 100.00% |
11/07/2024 | 0.21% | 9.50 CHF | 9.52 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 340,924 CHF | 341,624 CHF | 99.92% | 99.92% |
10/07/2024 | 0.20% | 9.99 CHF | 10.01 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 345,221 CHF | 345,921 CHF | 100.00% | 100.00% |
09/07/2024 | 0.20% | 9.86 CHF | 9.88 CHF | 35,000 | 35,000 | 35,262 | 35,262 | 347,114 CHF | 347,820 CHF | 100.00% | 100.00% |
08/07/2024 | 0.21% | 9.76 CHF | 9.78 CHF | 35,500 | 35,500 | 35,080 | 35,080 | 338,637 CHF | 339,339 CHF | 99.99% | 99.99% |
05/07/2024 | 0.20% | 9.83 CHF | 9.85 CHF | 34,800 | 34,800 | 34,740 | 34,740 | 342,409 CHF | 343,103 CHF | 100.00% | 100.00% |
04/07/2024 | 0.20% | 9.96 CHF | 9.98 CHF | 34,700 | 34,700 | 34,161 | 34,161 | 342,722 CHF | 343,405 CHF | 100.00% | 100.00% |
03/07/2024 | 0.20% | 10.04 CHF | 10.06 CHF | 33,800 | 33,800 | 33,680 | 33,680 | 344,248 CHF | 344,921 CHF | 100.00% | 100.00% |
02/07/2024 | 0.19% | 10.30 CHF | 10.32 CHF | 33,600 | 33,600 | 34,020 | 34,020 | 351,746 CHF | 352,426 CHF | 99.98% | 99.98% |