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 | 0.12% | 8.28 CHF | 8.29 CHF | 71,500 | 71,500 | 70,620 | 70,620 | 591,402 CHF | 592,109 CHF | 99.80% | 99.80% |
12/07/2024 | 0.12% | 8.57 CHF | 8.58 CHF | 73,500 | 73,500 | 73,571 | 73,571 | 608,926 CHF | 609,662 CHF | 100.00% | 100.00% |
11/07/2024 | 0.13% | 8.16 CHF | 8.17 CHF | 76,000 | 76,000 | 75,603 | 75,603 | 606,708 CHF | 607,465 CHF | 99.73% | 99.73% |
10/07/2024 | 0.13% | 7.93 CHF | 7.94 CHF | 79,000 | 79,000 | 78,379 | 78,379 | 611,288 CHF | 612,073 CHF | 100.00% | 100.00% |
09/07/2024 | 0.13% | 7.62 CHF | 7.63 CHF | 76,000 | 76,000 | 74,913 | 74,913 | 588,240 CHF | 588,990 CHF | 99.74% | 99.74% |
08/07/2024 | 0.12% | 8.06 CHF | 8.07 CHF | 75,500 | 75,500 | 74,349 | 74,349 | 606,434 CHF | 607,178 CHF | 99.91% | 99.91% |
05/07/2024 | 0.12% | 8.05 CHF | 8.06 CHF | 75,500 | 75,500 | 74,382 | 74,382 | 612,232 CHF | 612,976 CHF | 99.70% | 99.70% |
04/07/2024 | 0.13% | 8.04 CHF | 8.05 CHF | 76,500 | 76,500 | 75,782 | 75,782 | 606,017 CHF | 606,776 CHF | 100.00% | 100.00% |
03/07/2024 | 0.13% | 7.92 CHF | 7.93 CHF | 79,500 | 79,500 | 78,910 | 78,910 | 615,916 CHF | 616,706 CHF | 100.00% | 100.00% |
02/07/2024 | 0.14% | 7.52 CHF | 7.53 CHF | 78,000 | 78,000 | 77,590 | 77,590 | 578,464 CHF | 579,241 CHF | 99.27% | 99.27% |