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 | 0.32% | 9.43 CHF | 9.46 CHF | 27,400 | 27,400 | 27,580 | 27,580 | 255,589 CHF | 256,417 CHF | 100.00% | 100.00% |
12/07/2024 | 0.33% | 9.23 CHF | 9.26 CHF | 27,700 | 27,700 | 27,700 | 27,700 | 254,140 CHF | 254,971 CHF | 100.00% | 100.00% |
11/07/2024 | 0.33% | 8.88 CHF | 8.91 CHF | 27,700 | 27,700 | 28,239 | 28,239 | 254,972 CHF | 255,820 CHF | 99.99% | 99.99% |
10/07/2024 | 0.34% | 9.03 CHF | 9.06 CHF | 28,600 | 28,600 | 28,780 | 28,780 | 254,176 CHF | 255,039 CHF | 100.00% | 100.00% |
09/07/2024 | 0.34% | 8.68 CHF | 8.71 CHF | 28,900 | 28,900 | 28,988 | 28,988 | 254,844 CHF | 255,715 CHF | 100.00% | 100.00% |
08/07/2024 | 0.34% | 8.80 CHF | 8.83 CHF | 29,100 | 29,100 | 28,739 | 28,739 | 250,215 CHF | 251,077 CHF | 99.99% | 99.99% |
05/07/2024 | 0.34% | 8.81 CHF | 8.84 CHF | 28,500 | 28,500 | 28,740 | 28,740 | 255,141 CHF | 256,003 CHF | 99.78% | 99.78% |
04/07/2024 | 0.34% | 8.91 CHF | 8.94 CHF | 28,900 | 28,900 | 28,900 | 28,900 | 256,139 CHF | 257,006 CHF | 100.00% | 100.00% |
03/07/2024 | 0.34% | 8.94 CHF | 8.97 CHF | 28,900 | 28,900 | 29,378 | 29,378 | 259,372 CHF | 260,253 CHF | 99.99% | 99.99% |
02/07/2024 | 0.35% | 8.63 CHF | 8.66 CHF | 29,700 | 29,700 | 29,820 | 29,820 | 254,507 CHF | 255,401 CHF | 100.00% | 100.00% |