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% | 8.82 CHF | 8.83 CHF | 30,300 | 30,300 | 13,251 | 13,251 | 116,267 CHF | 116,547 CHF | 99.95% | 99.95% |
12/07/2024 | 0.34% | 9.38 CHF | 9.39 CHF | 29,700 | 29,700 | 13,255 | 13,255 | 115,322 CHF | 115,604 CHF | 99.99% | 99.99% |
11/07/2024 | 0.32% | 8.66 CHF | 8.67 CHF | 29,100 | 29,100 | 12,640 | 12,640 | 112,315 CHF | 112,582 CHF | 99.86% | 99.86% |
10/07/2024 | 0.36% | 8.79 CHF | 8.80 CHF | 32,400 | 32,400 | 14,278 | 14,278 | 120,591 CHF | 120,895 CHF | 99.99% | 99.99% |
09/07/2024 | 0.35% | 7.84 CHF | 7.85 CHF | 32,500 | 32,500 | 14,082 | 14,082 | 113,266 CHF | 113,562 CHF | 99.42% | 99.42% |
08/07/2024 | 0.32% | 7.47 CHF | 7.48 CHF | 36,700 | 36,700 | 16,021 | 16,021 | 119,573 CHF | 119,863 CHF | 100.00% | 100.00% |
05/07/2024 | 0.38% | 7.00 CHF | 7.01 CHF | 42,500 | 42,500 | 19,047 | 19,047 | 122,470 CHF | 122,817 CHF | 99.23% | 99.23% |
04/07/2024 | 0.42% | 5.95 CHF | 5.97 CHF | 15,600 | 15,600 | 13,230 | 13,230 | 80,162 CHF | 80,485 CHF | 97.60% | 97.60% |
03/07/2024 | 0.38% | 6.04 CHF | 6.05 CHF | 44,100 | 44,100 | 19,185 | 19,185 | 115,497 CHF | 115,843 CHF | 98.52% | 98.52% |
02/07/2024 | 0.30% | 5.40 CHF | 5.41 CHF | 50,800 | 50,800 | 22,129 | 22,129 | 116,066 CHF | 116,356 CHF | 99.99% | 99.99% |