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 | 0.65% | 9.39 CHF | 9.45 CHF | 23,500 | 23,500 | 23,500 | 23,500 | 216,846 CHF | 218,256 CHF | 99.09% | 99.09% |
12/07/2024 | 0.53% | 9.67 CHF | 9.72 CHF | 24,500 | 24,500 | 24,500 | 24,500 | 231,030 CHF | 232,255 CHF | 100.00% | 100.00% |
11/07/2024 | 0.54% | 9.20 CHF | 9.25 CHF | 24,600 | 24,600 | 24,600 | 24,600 | 228,500 CHF | 229,730 CHF | 99.99% | 99.99% |
10/07/2024 | 0.57% | 9.01 CHF | 9.06 CHF | 26,500 | 26,500 | 26,500 | 26,500 | 232,049 CHF | 233,374 CHF | 100.00% | 100.00% |
09/07/2024 | 0.59% | 8.12 CHF | 8.17 CHF | 24,400 | 24,400 | 24,400 | 24,400 | 206,415 CHF | 207,635 CHF | 100.00% | 100.00% |
08/07/2024 | 0.62% | 9.25 CHF | 9.31 CHF | 24,200 | 24,200 | 24,200 | 24,200 | 234,809 CHF | 236,261 CHF | 99.99% | 99.99% |
05/07/2024 | 0.64% | 9.11 CHF | 9.17 CHF | 23,100 | 23,100 | 23,100 | 23,100 | 216,796 CHF | 218,182 CHF | 100.00% | 100.00% |
04/07/2024 | 0.51% | 9.82 CHF | 9.87 CHF | 25,200 | 25,200 | 25,200 | 25,200 | 244,769 CHF | 246,029 CHF | 100.00% | 100.00% |
03/07/2024 | 0.56% | 8.91 CHF | 8.96 CHF | 28,100 | 28,100 | 28,100 | 28,100 | 248,326 CHF | 249,731 CHF | 100.00% | 100.00% |
02/07/2024 | 0.64% | 7.81 CHF | 7.86 CHF | 25,700 | 25,700 | 25,700 | 25,700 | 199,265 CHF | 200,550 CHF | 99.98% | 99.98% |