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 | 0.10% | 9.64 CHF | 9.65 CHF | 76,100 | 76,100 | 75,920 | 75,920 | 736,511 CHF | 737,271 CHF | 99.98% | 99.98% |
12/07/2024 | 0.10% | 9.72 CHF | 9.73 CHF | 75,800 | 75,800 | 75,740 | 75,740 | 737,474 CHF | 738,231 CHF | 100.00% | 100.00% |
11/07/2024 | 0.10% | 9.84 CHF | 9.85 CHF | 75,700 | 75,700 | 75,101 | 75,101 | 735,281 CHF | 736,032 CHF | 99.98% | 99.98% |
10/07/2024 | 0.10% | 9.79 CHF | 9.80 CHF | 74,700 | 74,700 | 74,461 | 74,461 | 734,583 CHF | 735,328 CHF | 100.00% | 100.00% |
09/07/2024 | 0.10% | 9.92 CHF | 9.93 CHF | 74,300 | 74,300 | 74,038 | 74,038 | 731,607 CHF | 732,348 CHF | 100.00% | 100.00% |
08/07/2024 | 0.10% | 9.88 CHF | 9.89 CHF | 74,000 | 74,000 | 74,421 | 74,421 | 737,872 CHF | 738,616 CHF | 100.00% | 100.00% |
05/07/2024 | 0.10% | 9.88 CHF | 9.89 CHF | 74,800 | 74,800 | 74,440 | 74,440 | 733,615 CHF | 734,360 CHF | 99.78% | 99.78% |
04/07/2024 | 0.10% | 9.84 CHF | 9.85 CHF | 74,300 | 74,300 | 74,300 | 74,300 | 732,707 CHF | 733,450 CHF | 100.00% | 100.00% |
03/07/2024 | 0.10% | 9.83 CHF | 9.84 CHF | 74,300 | 74,300 | 73,702 | 73,702 | 727,803 CHF | 728,540 CHF | 100.00% | 100.00% |
02/07/2024 | 0.10% | 9.95 CHF | 9.96 CHF | 73,300 | 73,300 | 73,180 | 73,180 | 731,077 CHF | 731,809 CHF | 100.00% | 100.00% |