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 | 0.94% | 10.25 CHF | 10.30 CHF | 35,590 | 35,590 | 23,775 | 23,775 | 243,072 CHF | 245,172 CHF | 99.67% | 99.67% |
12/07/2024 | 0.84% | 10.30 CHF | 10.35 CHF | 35,400 | 35,400 | 24,085 | 24,085 | 242,544 CHF | 244,451 CHF | 100.00% | 100.00% |
11/07/2024 | 0.89% | 10.25 CHF | 10.30 CHF | 35,470 | 35,470 | 22,937 | 22,937 | 243,937 CHF | 245,953 CHF | 99.25% | 99.25% |
10/07/2024 | 0.91% | 10.65 CHF | 10.70 CHF | 34,310 | 34,310 | 23,054 | 23,054 | 243,010 CHF | 245,052 CHF | 99.94% | 99.94% |
09/07/2024 | 0.93% | 10.45 CHF | 10.50 CHF | 34,790 | 34,790 | 23,571 | 23,571 | 242,712 CHF | 244,790 CHF | 97.82% | 97.82% |
08/07/2024 | 0.32% | 10.10 CHF | 10.15 CHF | 35,890 | 35,890 | 24,237 | 24,237 | 241,557 CHF | 242,391 CHF | 99.37% | 99.37% |
05/07/2024 | 0.93% | 9.99 CHF | 10.00 CHF | 36,220 | 36,220 | 24,044 | 24,044 | 241,639 CHF | 243,670 CHF | 99.88% | 99.88% |
04/07/2024 | 1.50% | 10.00 CHF | 10.15 CHF | 7,200 | 7,200 | 7,121 | 7,121 | 71,290 CHF | 72,359 CHF | 99.16% | 99.16% |
03/07/2024 | 0.20% | 9.90 CHF | 9.91 CHF | 36,570 | 36,570 | 25,086 | 25,086 | 240,976 CHF | 241,420 CHF | 99.57% | 99.57% |
02/07/2024 | 0.20% | 9.62 CHF | 9.63 CHF | 37,380 | 37,380 | 24,685 | 24,685 | 238,997 CHF | 239,436 CHF | 98.77% | 98.77% |