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 | 0.20% | 10.05 CHF | 10.07 CHF | 59,300 | 59,300 | 59,420 | 59,420 | 592,605 CHF | 593,794 CHF | 100.00% | 100.00% |
12/07/2024 | 0.20% | 9.96 CHF | 9.98 CHF | 59,600 | 59,600 | 59,600 | 59,600 | 591,890 CHF | 593,082 CHF | 100.00% | 100.00% |
11/07/2024 | 0.14% | 9.80 CHF | 9.82 CHF | 59,600 | 59,600 | 59,960 | 59,960 | 591,840 CHF | 592,678 CHF | 99.98% | 99.98% |
10/07/2024 | 0.10% | 9.87 CHF | 9.88 CHF | 60,300 | 60,300 | 60,420 | 60,420 | 591,120 CHF | 591,725 CHF | 100.00% | 100.00% |
09/07/2024 | 0.10% | 9.71 CHF | 9.72 CHF | 60,500 | 60,500 | 60,553 | 60,553 | 591,275 CHF | 591,881 CHF | 100.00% | 100.00% |
08/07/2024 | 0.10% | 9.77 CHF | 9.78 CHF | 60,700 | 60,700 | 60,399 | 60,399 | 587,379 CHF | 587,983 CHF | 100.00% | 100.00% |
05/07/2024 | 0.10% | 9.77 CHF | 9.78 CHF | 60,200 | 60,200 | 60,380 | 60,380 | 591,890 CHF | 592,494 CHF | 99.78% | 99.78% |
04/07/2024 | 0.10% | 9.82 CHF | 9.83 CHF | 60,500 | 60,500 | 60,500 | 60,500 | 592,657 CHF | 593,262 CHF | 100.00% | 100.00% |
03/07/2024 | 0.10% | 9.83 CHF | 9.84 CHF | 60,500 | 60,500 | 60,859 | 60,859 | 595,228 CHF | 595,836 CHF | 100.00% | 100.00% |
02/07/2024 | 0.10% | 9.69 CHF | 9.70 CHF | 61,100 | 61,100 | 61,220 | 61,220 | 590,291 CHF | 590,903 CHF | 99.99% | 99.99% |