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 | 0.11% | 9.01 CHF | 9.02 CHF | 100,000 | 100,000 | 99,277 | 99,277 | 885,275 CHF | 886,268 CHF | 99.66% | 99.66% |
12/07/2024 | 0.12% | 8.81 CHF | 8.82 CHF | 100,000 | 100,000 | 99,279 | 99,279 | 857,486 CHF | 858,480 CHF | 99.77% | 99.77% |
11/07/2024 | 0.12% | 8.61 CHF | 8.62 CHF | 100,000 | 100,000 | 99,112 | 99,112 | 845,427 CHF | 846,419 CHF | 99.75% | 99.75% |
10/07/2024 | 0.12% | 8.22 CHF | 8.23 CHF | 100,000 | 100,000 | 99,249 | 99,249 | 811,107 CHF | 812,100 CHF | 99.72% | 99.72% |
09/07/2024 | 0.12% | 8.14 CHF | 8.15 CHF | 100,000 | 100,000 | 99,139 | 99,139 | 814,509 CHF | 815,501 CHF | 99.92% | 99.92% |
08/07/2024 | 0.12% | 8.37 CHF | 8.38 CHF | 100,000 | 100,000 | 99,344 | 99,344 | 822,818 CHF | 823,812 CHF | 99.70% | 99.70% |
05/07/2024 | 0.12% | 8.22 CHF | 8.23 CHF | 100,000 | 100,000 | 99,222 | 99,222 | 815,478 CHF | 816,471 CHF | 99.64% | 99.64% |
04/07/2024 | 0.12% | 8.26 CHF | 8.27 CHF | 100,000 | 100,000 | 99,301 | 99,301 | 823,482 CHF | 824,476 CHF | 99.75% | 99.75% |
03/07/2024 | 0.12% | 8.23 CHF | 8.24 CHF | 100,000 | 100,000 | 99,216 | 99,216 | 825,676 CHF | 826,669 CHF | 99.83% | 99.83% |
02/07/2024 | 0.13% | 8.14 CHF | 8.15 CHF | 100,000 | 100,000 | 99,061 | 99,056 | 798,996 CHF | 799,949 CHF | 99.44% | 99.44% |