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 | 0.47% | 11.05 CHF | 11.10 CHF | 7,400 | 7,400 | 7,268 | 7,268 | 78,196 CHF | 78,559 CHF | 100.00% | 100.00% |
12/07/2024 | 0.47% | 10.55 CHF | 10.60 CHF | 7,300 | 7,300 | 7,264 | 7,264 | 78,315 CHF | 78,679 CHF | 100.00% | 100.00% |
11/07/2024 | 0.46% | 10.90 CHF | 10.95 CHF | 7,300 | 7,300 | 7,319 | 7,319 | 80,347 CHF | 80,714 CHF | 99.79% | 99.79% |
10/07/2024 | 0.44% | 11.25 CHF | 11.30 CHF | 7,500 | 7,500 | 7,427 | 7,427 | 84,765 CHF | 85,137 CHF | 100.00% | 100.00% |
09/07/2024 | 0.45% | 11.45 CHF | 11.50 CHF | 7,500 | 7,500 | 7,361 | 7,361 | 82,781 CHF | 83,149 CHF | 100.00% | 100.00% |
08/07/2024 | 0.45% | 11.30 CHF | 11.35 CHF | 7,500 | 7,500 | 7,343 | 7,343 | 82,569 CHF | 82,937 CHF | 100.00% | 100.00% |
05/07/2024 | 0.45% | 11.30 CHF | 11.35 CHF | 7,400 | 7,400 | 7,338 | 7,338 | 81,423 CHF | 81,791 CHF | 100.00% | 100.00% |
04/07/2024 | 0.45% | 11.10 CHF | 11.15 CHF | 7,400 | 7,400 | 7,384 | 7,384 | 83,440 CHF | 83,809 CHF | 100.00% | 100.00% |
03/07/2024 | 0.44% | 11.55 CHF | 11.60 CHF | 7,500 | 7,500 | 7,432 | 7,432 | 85,142 CHF | 85,514 CHF | 99.87% | 99.87% |
02/07/2024 | 0.42% | 11.75 CHF | 11.80 CHF | 7,600 | 7,600 | 7,530 | 7,530 | 89,576 CHF | 89,952 CHF | 99.90% | 99.90% |