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 | 0.11% | 8.87 CHF | 8.88 CHF | 66,300 | 66,300 | 66,120 | 66,120 | 590,910 CHF | 591,571 CHF | 100.00% | 100.00% |
12/07/2024 | 0.11% | 8.95 CHF | 8.96 CHF | 66,000 | 66,000 | 65,940 | 65,940 | 592,017 CHF | 592,676 CHF | 100.00% | 100.00% |
11/07/2024 | 0.11% | 9.10 CHF | 9.11 CHF | 65,900 | 65,900 | 65,241 | 65,241 | 589,781 CHF | 590,434 CHF | 99.99% | 99.99% |
10/07/2024 | 0.11% | 9.04 CHF | 9.05 CHF | 64,800 | 64,800 | 64,561 | 64,561 | 589,211 CHF | 589,857 CHF | 100.00% | 100.00% |
09/07/2024 | 0.11% | 9.19 CHF | 9.20 CHF | 64,400 | 64,400 | 64,149 | 64,149 | 586,679 CHF | 587,321 CHF | 100.00% | 100.00% |
08/07/2024 | 0.11% | 9.14 CHF | 9.15 CHF | 64,100 | 64,100 | 64,581 | 64,581 | 593,112 CHF | 593,758 CHF | 100.00% | 100.00% |
05/07/2024 | 0.11% | 9.14 CHF | 9.15 CHF | 64,900 | 64,900 | 64,600 | 64,600 | 588,810 CHF | 589,456 CHF | 99.78% | 99.78% |
04/07/2024 | 0.11% | 9.10 CHF | 9.11 CHF | 64,400 | 64,400 | 64,400 | 64,400 | 587,497 CHF | 588,141 CHF | 100.00% | 100.00% |
03/07/2024 | 0.11% | 9.09 CHF | 9.10 CHF | 64,400 | 64,400 | 63,802 | 63,802 | 583,013 CHF | 583,651 CHF | 100.00% | 100.00% |
02/07/2024 | 0.11% | 9.23 CHF | 9.24 CHF | 63,400 | 63,400 | 63,280 | 63,280 | 586,717 CHF | 587,350 CHF | 99.99% | 99.99% |