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 | 23,780 | 23,780 | 249,973 CHF | 252,073 CHF | 99.67% | 99.67% |
12/07/2024 | 0.93% | 10.60 CHF | 10.65 CHF | 35,390 | 35,390 | 24,087 | 24,087 | 249,406 CHF | 251,541 CHF | 100.00% | 100.00% |
11/07/2024 | 0.87% | 10.55 CHF | 10.60 CHF | 35,430 | 35,430 | 22,863 | 22,863 | 249,769 CHF | 251,786 CHF | 98.34% | 98.34% |
10/07/2024 | 0.89% | 10.90 CHF | 10.95 CHF | 34,290 | 34,290 | 23,057 | 23,057 | 249,670 CHF | 251,712 CHF | 99.96% | 99.96% |
09/07/2024 | 0.90% | 10.70 CHF | 10.75 CHF | 34,780 | 34,780 | 23,579 | 23,579 | 249,678 CHF | 251,757 CHF | 97.78% | 97.78% |
08/07/2024 | 0.94% | 10.35 CHF | 10.40 CHF | 35,920 | 35,920 | 24,257 | 24,257 | 248,109 CHF | 250,261 CHF | 99.52% | 99.52% |
05/07/2024 | 0.93% | 10.25 CHF | 10.30 CHF | 36,210 | 36,210 | 24,025 | 24,025 | 248,279 CHF | 250,406 CHF | 99.70% | 99.70% |
04/07/2024 | 1.46% | 10.30 CHF | 10.45 CHF | 7,200 | 7,200 | 7,121 | 7,121 | 73,326 CHF | 74,395 CHF | 99.16% | 99.16% |
03/07/2024 | 0.22% | 10.15 CHF | 10.20 CHF | 36,550 | 36,550 | 25,087 | 25,087 | 248,224 CHF | 248,757 CHF | 99.57% | 99.57% |
02/07/2024 | 0.26% | 9.91 CHF | 9.92 CHF | 37,390 | 37,390 | 24,736 | 24,736 | 246,443 CHF | 247,026 CHF | 99.15% | 99.15% |