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 | 1.01% | 11.14 CHF | 11.25 CHF | 6,900 | 6,900 | 6,884 | 6,884 | 76,474 CHF | 77,249 CHF | 99.99% | 99.99% |
12/07/2024 | 1.08% | 10.73 CHF | 10.84 CHF | 7,300 | 7,300 | 7,349 | 7,349 | 74,742 CHF | 75,550 CHF | 99.98% | 99.98% |
11/07/2024 | 1.05% | 9.87 CHF | 9.97 CHF | 8,200 | 8,200 | 8,200 | 8,200 | 77,549 CHF | 78,369 CHF | 99.79% | 99.79% |
10/07/2024 | 1.06% | 8.69 CHF | 8.79 CHF | 8,400 | 8,400 | 8,400 | 8,400 | 70,902 CHF | 71,660 CHF | 99.99% | 99.99% |
09/07/2024 | 1.08% | 8.66 CHF | 8.76 CHF | 7,900 | 7,900 | 7,804 | 7,804 | 72,156 CHF | 72,937 CHF | 99.72% | 99.72% |
08/07/2024 | 0.98% | 9.22 CHF | 9.31 CHF | 8,700 | 8,700 | 8,725 | 8,725 | 79,663 CHF | 80,449 CHF | 99.99% | 99.99% |
05/07/2024 | 1.14% | 8.11 CHF | 8.20 CHF | 8,400 | 8,400 | 8,389 | 8,389 | 72,168 CHF | 72,992 CHF | 99.78% | 99.78% |
04/07/2024 | 1.07% | 8.51 CHF | 8.60 CHF | 9,300 | 9,300 | 9,299 | 9,299 | 77,962 CHF | 78,799 CHF | 100.00% | 100.00% |
03/07/2024 | 1.07% | 7.74 CHF | 7.82 CHF | 10,500 | 10,500 | 10,510 | 10,510 | 78,490 CHF | 79,331 CHF | 100.00% | 100.00% |
02/07/2024 | 1.36% | 6.96 CHF | 7.05 CHF | 9,300 | 9,300 | 9,300 | 9,300 | 61,217 CHF | 62,054 CHF | 99.98% | 99.98% |