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 | 0.46% | 8.51 CHF | 8.55 CHF | 6,000 | 6,000 | 5,720 | 5,720 | 49,095 CHF | 49,324 CHF | 99.99% | 99.99% |
12/07/2024 | 0.44% | 9.23 CHF | 9.27 CHF | 5,800 | 5,800 | 5,649 | 5,649 | 51,714 CHF | 51,940 CHF | 100.00% | 100.00% |
11/07/2024 | 0.44% | 8.98 CHF | 9.02 CHF | 5,800 | 5,800 | 5,650 | 5,650 | 51,436 CHF | 51,662 CHF | 99.98% | 99.98% |
10/07/2024 | 0.45% | 9.11 CHF | 9.15 CHF | 5,900 | 5,900 | 5,806 | 5,806 | 51,668 CHF | 51,900 CHF | 100.00% | 100.00% |
09/07/2024 | 0.44% | 8.77 CHF | 8.81 CHF | 5,900 | 5,900 | 5,674 | 5,674 | 51,458 CHF | 51,684 CHF | 99.99% | 99.99% |
08/07/2024 | 0.44% | 9.10 CHF | 9.14 CHF | 5,600 | 5,600 | 5,454 | 5,454 | 50,041 CHF | 50,259 CHF | 100.00% | 100.00% |
05/07/2024 | 0.42% | 9.33 CHF | 9.37 CHF | 5,700 | 5,700 | 5,551 | 5,551 | 52,826 CHF | 53,048 CHF | 99.80% | 99.80% |
04/07/2024 | 0.43% | 9.24 CHF | 9.28 CHF | 5,800 | 5,800 | 5,648 | 5,648 | 52,007 CHF | 52,233 CHF | 99.49% | 99.49% |
03/07/2024 | 0.45% | 9.04 CHF | 9.08 CHF | 6,200 | 6,200 | 6,190 | 6,190 | 54,853 CHF | 55,101 CHF | 99.35% | 99.35% |
02/07/2024 | 0.39% | 8.12 CHF | 8.16 CHF | 6,600 | 6,600 | 6,521 | 6,521 | 50,674 CHF | 50,874 CHF | 99.98% | 99.98% |