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 | 0.91% | 10.05 CHF | 10.10 CHF | 35,590 | 35,590 | 23,779 | 23,779 | 238,323 CHF | 240,276 CHF | 99.65% | 99.65% |
12/07/2024 | 0.25% | 10.10 CHF | 10.15 CHF | 35,400 | 35,400 | 24,083 | 24,083 | 238,260 CHF | 238,875 CHF | 99.96% | 99.96% |
11/07/2024 | 0.91% | 10.05 CHF | 10.10 CHF | 35,460 | 35,460 | 22,893 | 22,893 | 238,773 CHF | 240,785 CHF | 98.76% | 98.76% |
10/07/2024 | 0.93% | 10.40 CHF | 10.45 CHF | 34,300 | 34,300 | 23,054 | 23,054 | 238,255 CHF | 240,297 CHF | 99.93% | 99.93% |
09/07/2024 | 0.86% | 10.20 CHF | 10.25 CHF | 34,780 | 34,780 | 23,581 | 23,581 | 238,098 CHF | 240,016 CHF | 97.73% | 97.73% |
08/07/2024 | 0.22% | 9.89 CHF | 9.90 CHF | 35,880 | 35,880 | 24,253 | 24,253 | 236,923 CHF | 237,444 CHF | 99.48% | 99.48% |
05/07/2024 | 0.20% | 9.79 CHF | 9.80 CHF | 36,210 | 36,210 | 24,010 | 24,010 | 237,140 CHF | 237,574 CHF | 99.61% | 99.61% |
04/07/2024 | 0.31% | 9.87 CHF | 9.90 CHF | 7,194 | 7,194 | 7,123 | 7,123 | 70,273 CHF | 70,487 CHF | 99.16% | 99.16% |
03/07/2024 | 0.21% | 9.70 CHF | 9.71 CHF | 36,560 | 36,560 | 25,050 | 25,050 | 235,471 CHF | 235,915 CHF | 99.28% | 99.28% |
02/07/2024 | 0.20% | 9.41 CHF | 9.42 CHF | 37,400 | 37,400 | 24,755 | 24,755 | 234,557 CHF | 234,996 CHF | 99.31% | 99.31% |