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% | 10.83 CHF | 10.84 CHF | 61,000 | 61,000 | 27,128 | 27,128 | 293,331 CHF | 293,688 CHF | 99.74% | 99.74% |
12/07/2024 | 0.15% | 11.10 CHF | 11.11 CHF | 60,000 | 60,000 | 27,034 | 27,034 | 291,293 CHF | 291,649 CHF | 99.88% | 99.88% |
11/07/2024 | 0.14% | 10.75 CHF | 10.76 CHF | 61,000 | 61,000 | 26,790 | 26,790 | 291,071 CHF | 291,425 CHF | 99.67% | 99.67% |
10/07/2024 | 0.15% | 10.83 CHF | 10.84 CHF | 61,000 | 61,000 | 27,124 | 27,124 | 288,754 CHF | 289,112 CHF | 99.77% | 99.77% |
09/07/2024 | 0.15% | 10.32 CHF | 10.33 CHF | 63,000 | 63,000 | 27,630 | 27,630 | 288,074 CHF | 288,437 CHF | 99.49% | 99.49% |
08/07/2024 | 0.16% | 10.08 CHF | 10.09 CHF | 64,000 | 64,000 | 28,022 | 28,022 | 282,246 CHF | 282,614 CHF | 99.70% | 99.70% |
05/07/2024 | 0.17% | 9.81 CHF | 9.82 CHF | 65,000 | 65,000 | 29,190 | 29,190 | 275,461 CHF | 275,844 CHF | 99.36% | 99.36% |
04/07/2024 | 0.17% | 9.13 CHF | 9.14 CHF | 24,000 | 24,000 | 20,318 | 20,318 | 187,078 CHF | 187,371 CHF | 97.60% | 97.60% |
03/07/2024 | 0.17% | 9.19 CHF | 9.20 CHF | 68,000 | 68,000 | 29,131 | 29,131 | 267,732 CHF | 268,116 CHF | 97.46% | 97.46% |
02/07/2024 | 0.18% | 8.74 CHF | 8.75 CHF | 70,000 | 70,000 | 30,610 | 30,610 | 264,146 CHF | 264,548 CHF | 99.98% | 99.98% |