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% | 8.94 CHF | 8.95 CHF | 15,720 | 15,720 | 15,557 | 15,557 | 139,258 CHF | 139,414 CHF | 99.98% | 99.98% |
12/07/2024 | 0.11% | 9.25 CHF | 9.26 CHF | 15,880 | 15,880 | 15,797 | 15,797 | 147,977 CHF | 148,135 CHF | 100.00% | 100.00% |
11/07/2024 | 0.10% | 9.60 CHF | 9.61 CHF | 16,050 | 16,050 | 15,935 | 15,935 | 153,316 CHF | 153,475 CHF | 99.55% | 99.55% |
10/07/2024 | 0.44% | 9.83 CHF | 9.84 CHF | 16,220 | 16,220 | 16,216 | 16,216 | 163,735 CHF | 164,454 CHF | 100.00% | 100.00% |
09/07/2024 | 0.49% | 10.30 CHF | 10.35 CHF | 16,500 | 16,500 | 16,304 | 16,304 | 166,807 CHF | 167,623 CHF | 99.50% | 99.50% |
08/07/2024 | 0.48% | 10.45 CHF | 10.50 CHF | 16,590 | 16,590 | 16,411 | 16,411 | 170,975 CHF | 171,796 CHF | 100.00% | 100.00% |
05/07/2024 | 0.49% | 10.45 CHF | 10.50 CHF | 16,590 | 16,590 | 16,328 | 16,328 | 167,381 CHF | 168,198 CHF | 99.92% | 99.92% |
04/07/2024 | 0.48% | 10.45 CHF | 10.50 CHF | 16,620 | 16,620 | 16,537 | 16,537 | 174,906 CHF | 175,734 CHF | 100.00% | 100.00% |
03/07/2024 | 0.47% | 10.15 CHF | 10.20 CHF | 16,430 | 16,430 | 16,197 | 16,197 | 163,188 CHF | 163,946 CHF | 100.00% | 100.00% |
02/07/2024 | 0.32% | 9.93 CHF | 9.94 CHF | 16,210 | 16,210 | 16,099 | 16,099 | 161,042 CHF | 161,556 CHF | 99.15% | 99.15% |