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 | 0.77% | 8.77 CHF | 8.84 CHF | 7,600 | 7,600 | 7,600 | 7,600 | 68,411 CHF | 68,943 CHF | 99.99% | 99.99% |
12/07/2024 | 0.79% | 8.88 CHF | 8.95 CHF | 8,100 | 8,100 | 8,100 | 8,100 | 71,353 CHF | 71,920 CHF | 99.99% | 99.99% |
11/07/2024 | 0.72% | 8.45 CHF | 8.51 CHF | 8,400 | 8,400 | 8,400 | 8,400 | 70,237 CHF | 70,741 CHF | 99.92% | 99.92% |
10/07/2024 | 0.80% | 7.84 CHF | 7.90 CHF | 9,400 | 9,400 | 9,400 | 9,400 | 70,547 CHF | 71,111 CHF | 99.99% | 99.99% |
09/07/2024 | 0.85% | 7.09 CHF | 7.15 CHF | 8,900 | 8,900 | 8,947 | 8,947 | 62,971 CHF | 63,509 CHF | 100.00% | 100.00% |
08/07/2024 | 0.78% | 7.55 CHF | 7.61 CHF | 9,100 | 9,100 | 9,107 | 9,107 | 69,405 CHF | 69,952 CHF | 99.98% | 99.98% |
05/07/2024 | 0.79% | 7.38 CHF | 7.44 CHF | 8,800 | 8,800 | 8,800 | 8,800 | 66,202 CHF | 66,730 CHF | 99.99% | 99.99% |
04/07/2024 | 0.76% | 7.73 CHF | 7.79 CHF | 8,900 | 8,900 | 8,900 | 8,900 | 69,580 CHF | 70,114 CHF | 100.00% | 100.00% |
03/07/2024 | 0.82% | 7.65 CHF | 7.71 CHF | 9,600 | 9,600 | 9,631 | 9,631 | 69,965 CHF | 70,543 CHF | 100.00% | 100.00% |
02/07/2024 | 0.94% | 6.77 CHF | 6.83 CHF | 10,100 | 10,100 | 10,100 | 10,100 | 64,315 CHF | 64,921 CHF | 99.97% | 99.97% |