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 | 0.91% | 10.55 CHF | 10.60 CHF | 35,590 | 35,590 | 23,763 | 23,763 | 250,624 CHF | 252,724 CHF | 99.59% | 99.59% |
12/07/2024 | 0.93% | 10.60 CHF | 10.65 CHF | 35,350 | 35,350 | 24,087 | 24,087 | 250,283 CHF | 252,418 CHF | 99.97% | 99.97% |
11/07/2024 | 0.87% | 10.55 CHF | 10.60 CHF | 35,530 | 35,530 | 22,932 | 22,932 | 251,281 CHF | 253,297 CHF | 99.31% | 99.31% |
10/07/2024 | 0.89% | 10.95 CHF | 11.00 CHF | 34,330 | 34,330 | 22,992 | 22,992 | 249,728 CHF | 251,771 CHF | 99.40% | 99.40% |
09/07/2024 | 0.90% | 10.75 CHF | 10.80 CHF | 34,780 | 34,780 | 23,581 | 23,581 | 250,576 CHF | 252,656 CHF | 97.85% | 97.85% |
08/07/2024 | 0.94% | 10.40 CHF | 10.45 CHF | 35,920 | 35,920 | 24,259 | 24,259 | 248,962 CHF | 251,114 CHF | 99.55% | 99.55% |
05/07/2024 | 0.93% | 10.30 CHF | 10.35 CHF | 36,210 | 36,210 | 23,949 | 23,949 | 248,400 CHF | 250,528 CHF | 99.10% | 99.10% |
04/07/2024 | 1.46% | 10.35 CHF | 10.50 CHF | 7,200 | 7,200 | 7,125 | 7,125 | 73,633 CHF | 74,702 CHF | 99.16% | 99.16% |
03/07/2024 | 0.22% | 10.20 CHF | 10.25 CHF | 36,590 | 36,590 | 25,060 | 25,060 | 248,838 CHF | 249,383 CHF | 99.34% | 99.34% |
02/07/2024 | 0.85% | 9.94 CHF | 9.95 CHF | 37,400 | 37,400 | 24,800 | 24,800 | 247,571 CHF | 249,418 CHF | 99.64% | 99.64% |