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 | 0.14% | 11.00 CHF | 11.01 CHF | 61,000 | 61,000 | 27,194 | 27,194 | 298,508 CHF | 298,865 CHF | 99.97% | 99.97% |
12/07/2024 | 0.14% | 11.27 CHF | 11.28 CHF | 60,000 | 60,000 | 27,077 | 27,077 | 296,165 CHF | 296,521 CHF | 100.00% | 100.00% |
11/07/2024 | 0.14% | 10.91 CHF | 10.92 CHF | 61,000 | 61,000 | 26,907 | 26,907 | 296,763 CHF | 297,118 CHF | 99.93% | 99.93% |
10/07/2024 | 0.15% | 11.00 CHF | 11.01 CHF | 61,000 | 61,000 | 27,182 | 27,182 | 293,831 CHF | 294,189 CHF | 99.94% | 99.94% |
09/07/2024 | 0.15% | 10.49 CHF | 10.50 CHF | 63,000 | 63,000 | 27,673 | 27,673 | 293,114 CHF | 293,477 CHF | 99.74% | 99.74% |
08/07/2024 | 0.15% | 10.25 CHF | 10.26 CHF | 64,000 | 64,000 | 28,125 | 28,125 | 287,926 CHF | 288,295 CHF | 100.00% | 100.00% |
05/07/2024 | 0.16% | 9.98 CHF | 9.99 CHF | 65,000 | 65,000 | 29,192 | 29,192 | 280,358 CHF | 280,742 CHF | 99.37% | 99.37% |
04/07/2024 | 0.16% | 9.30 CHF | 9.31 CHF | 24,000 | 24,000 | 20,318 | 20,318 | 190,471 CHF | 190,763 CHF | 97.60% | 97.60% |
03/07/2024 | 0.17% | 9.36 CHF | 9.37 CHF | 68,000 | 68,000 | 29,584 | 29,584 | 276,882 CHF | 277,270 CHF | 98.82% | 98.82% |
02/07/2024 | 0.18% | 8.91 CHF | 8.92 CHF | 70,000 | 70,000 | 30,581 | 30,581 | 269,045 CHF | 269,447 CHF | 99.91% | 99.91% |