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 | 0.64% | 9.21 CHF | 9.24 CHF | 9,070 | 9,070 | 6,090 | 6,090 | 55,344 CHF | 55,668 CHF | 99.92% | 99.92% |
12/07/2024 | 0.67% | 8.86 CHF | 8.89 CHF | 9,210 | 9,210 | 6,235 | 6,235 | 53,604 CHF | 53,936 CHF | 99.98% | 99.98% |
11/07/2024 | 0.65% | 8.42 CHF | 8.45 CHF | 9,390 | 9,390 | 6,153 | 6,153 | 54,305 CHF | 54,630 CHF | 99.73% | 99.73% |
10/07/2024 | 0.67% | 8.79 CHF | 8.82 CHF | 9,200 | 9,200 | 6,168 | 6,168 | 53,644 CHF | 53,972 CHF | 99.80% | 99.80% |
09/07/2024 | 0.68% | 8.53 CHF | 8.56 CHF | 9,300 | 9,300 | 6,201 | 6,201 | 52,854 CHF | 53,184 CHF | 99.20% | 99.20% |
08/07/2024 | 0.68% | 8.39 CHF | 8.42 CHF | 9,380 | 9,380 | 6,270 | 6,270 | 52,586 CHF | 52,919 CHF | 99.91% | 99.91% |
05/07/2024 | 0.72% | 8.25 CHF | 8.28 CHF | 9,450 | 9,450 | 6,377 | 6,377 | 51,263 CHF | 51,603 CHF | 99.68% | 99.68% |
04/07/2024 | 1.14% | 7.92 CHF | 8.01 CHF | 1,918 | 1,918 | 1,897 | 1,897 | 15,041 CHF | 15,212 CHF | 99.32% | 99.32% |
03/07/2024 | 0.73% | 7.92 CHF | 7.95 CHF | 9,600 | 9,600 | 6,430 | 6,430 | 50,530 CHF | 50,871 CHF | 99.66% | 99.66% |
02/07/2024 | 0.77% | 7.89 CHF | 7.92 CHF | 9,570 | 9,570 | 6,471 | 6,471 | 49,154 CHF | 49,499 CHF | 99.44% | 99.44% |