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 | 0.89% | 8.09 CHF | 8.16 CHF | 18,500 | 18,500 | 18,500 | 18,500 | 145,791 CHF | 147,086 CHF | 99.10% | 99.10% |
12/07/2024 | 0.86% | 8.44 CHF | 8.51 CHF | 19,800 | 19,800 | 19,800 | 19,800 | 161,212 CHF | 162,598 CHF | 100.00% | 100.00% |
11/07/2024 | 0.88% | 7.86 CHF | 7.93 CHF | 19,800 | 19,800 | 19,800 | 19,800 | 157,736 CHF | 159,122 CHF | 99.99% | 99.99% |
10/07/2024 | 0.82% | 7.62 CHF | 7.68 CHF | 22,200 | 22,200 | 22,200 | 22,200 | 162,537 CHF | 163,869 CHF | 100.00% | 100.00% |
09/07/2024 | 1.00% | 6.53 CHF | 6.60 CHF | 19,500 | 19,500 | 19,500 | 19,500 | 135,617 CHF | 136,982 CHF | 100.00% | 100.00% |
08/07/2024 | 0.81% | 7.98 CHF | 8.05 CHF | 19,300 | 19,300 | 19,300 | 19,300 | 165,587 CHF | 166,938 CHF | 100.00% | 100.00% |
05/07/2024 | 0.86% | 7.81 CHF | 7.88 CHF | 17,900 | 17,900 | 17,900 | 17,900 | 146,177 CHF | 147,430 CHF | 100.00% | 100.00% |
04/07/2024 | 0.70% | 8.74 CHF | 8.80 CHF | 20,500 | 20,500 | 20,500 | 20,500 | 176,358 CHF | 177,588 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 7.57 CHF | 7.63 CHF | 24,100 | 24,100 | 24,100 | 24,100 | 180,474 CHF | 181,920 CHF | 100.00% | 100.00% |
02/07/2024 | 0.97% | 6.26 CHF | 6.32 CHF | 20,900 | 20,900 | 20,900 | 20,900 | 129,469 CHF | 130,723 CHF | 99.97% | 99.97% |