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% | 10.10 CHF | 10.15 CHF | 35,590 | 35,590 | 23,774 | 23,774 | 240,176 CHF | 242,238 CHF | 99.67% | 99.67% |
12/07/2024 | 0.28% | 10.20 CHF | 10.25 CHF | 35,370 | 35,370 | 24,087 | 24,087 | 240,214 CHF | 240,925 CHF | 99.98% | 99.98% |
11/07/2024 | 0.90% | 10.10 CHF | 10.15 CHF | 35,550 | 35,550 | 22,941 | 22,941 | 241,136 CHF | 243,152 CHF | 98.90% | 98.90% |
10/07/2024 | 0.93% | 10.50 CHF | 10.55 CHF | 34,330 | 34,330 | 22,986 | 22,986 | 239,427 CHF | 241,471 CHF | 99.34% | 99.34% |
09/07/2024 | 0.94% | 10.30 CHF | 10.35 CHF | 34,780 | 34,780 | 23,575 | 23,575 | 239,986 CHF | 242,065 CHF | 97.83% | 97.83% |
08/07/2024 | 0.24% | 9.98 CHF | 9.99 CHF | 35,890 | 35,890 | 24,252 | 24,252 | 238,886 CHF | 239,466 CHF | 99.51% | 99.51% |
05/07/2024 | 0.30% | 9.87 CHF | 9.88 CHF | 36,220 | 36,220 | 23,992 | 23,992 | 238,766 CHF | 239,409 CHF | 99.44% | 99.44% |
04/07/2024 | 0.36% | 9.95 CHF | 9.98 CHF | 7,198 | 7,198 | 7,124 | 7,124 | 70,851 CHF | 71,107 CHF | 99.16% | 99.16% |
03/07/2024 | 0.20% | 9.78 CHF | 9.79 CHF | 36,570 | 36,570 | 25,088 | 25,088 | 237,940 CHF | 238,384 CHF | 99.57% | 99.57% |
02/07/2024 | 0.20% | 9.50 CHF | 9.51 CHF | 37,380 | 37,380 | 24,685 | 24,685 | 235,967 CHF | 236,407 CHF | 98.74% | 98.74% |