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 | 0.77% | 8.64 CHF | 8.67 CHF | 9,070 | 9,070 | 6,090 | 6,090 | 51,871 CHF | 52,236 CHF | 99.92% | 99.92% |
12/07/2024 | 0.82% | 8.29 CHF | 8.32 CHF | 9,210 | 9,210 | 6,235 | 6,235 | 50,049 CHF | 50,423 CHF | 99.98% | 99.98% |
11/07/2024 | 0.79% | 7.85 CHF | 7.88 CHF | 9,390 | 9,390 | 6,153 | 6,153 | 50,792 CHF | 51,160 CHF | 99.83% | 99.83% |
10/07/2024 | 0.81% | 8.22 CHF | 8.25 CHF | 9,200 | 9,200 | 6,168 | 6,168 | 50,117 CHF | 50,488 CHF | 99.80% | 99.80% |
09/07/2024 | 0.83% | 7.96 CHF | 7.99 CHF | 9,300 | 9,300 | 6,208 | 6,208 | 49,364 CHF | 49,738 CHF | 99.41% | 99.41% |
08/07/2024 | 0.83% | 7.82 CHF | 7.85 CHF | 9,380 | 9,380 | 6,270 | 6,270 | 49,011 CHF | 49,386 CHF | 99.91% | 99.91% |
05/07/2024 | 0.88% | 7.68 CHF | 7.71 CHF | 9,450 | 9,450 | 6,374 | 6,374 | 47,601 CHF | 47,985 CHF | 99.61% | 99.61% |
04/07/2024 | 1.36% | 7.34 CHF | 7.44 CHF | 1,918 | 1,918 | 1,897 | 1,897 | 13,956 CHF | 14,146 CHF | 99.31% | 99.31% |
03/07/2024 | 0.90% | 7.34 CHF | 7.37 CHF | 9,600 | 9,600 | 6,427 | 6,427 | 46,819 CHF | 47,204 CHF | 99.55% | 99.55% |
02/07/2024 | 0.94% | 7.31 CHF | 7.34 CHF | 9,570 | 9,570 | 6,481 | 6,481 | 45,509 CHF | 45,899 CHF | 99.75% | 99.75% |