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% | 9.85 CHF | 9.86 CHF | 35,590 | 35,590 | 23,772 | 23,772 | 234,144 CHF | 234,564 CHF | 99.61% | 99.61% |
12/07/2024 | 0.20% | 9.91 CHF | 9.92 CHF | 35,340 | 35,340 | 24,081 | 24,081 | 233,414 CHF | 233,841 CHF | 99.95% | 99.95% |
11/07/2024 | 0.88% | 9.85 CHF | 9.86 CHF | 35,440 | 35,440 | 22,910 | 22,910 | 234,316 CHF | 236,160 CHF | 98.88% | 98.88% |
10/07/2024 | 0.95% | 10.20 CHF | 10.25 CHF | 34,280 | 34,280 | 23,051 | 23,051 | 233,466 CHF | 235,507 CHF | 99.92% | 99.92% |
09/07/2024 | 0.27% | 10.00 CHF | 10.05 CHF | 34,780 | 34,780 | 23,575 | 23,575 | 233,847 CHF | 234,540 CHF | 97.81% | 97.81% |
08/07/2024 | 0.20% | 9.69 CHF | 9.70 CHF | 35,890 | 35,890 | 24,251 | 24,251 | 231,984 CHF | 232,414 CHF | 99.48% | 99.48% |
05/07/2024 | 0.20% | 9.58 CHF | 9.59 CHF | 36,220 | 36,220 | 24,019 | 24,019 | 232,328 CHF | 232,753 CHF | 99.68% | 99.68% |
04/07/2024 | 0.31% | 9.66 CHF | 9.69 CHF | 7,200 | 7,200 | 7,124 | 7,124 | 68,815 CHF | 69,029 CHF | 99.16% | 99.16% |
03/07/2024 | 0.21% | 9.49 CHF | 9.50 CHF | 36,570 | 36,570 | 25,089 | 25,089 | 230,689 CHF | 231,134 CHF | 99.58% | 99.58% |
02/07/2024 | 0.21% | 9.20 CHF | 9.21 CHF | 37,380 | 37,380 | 24,669 | 24,669 | 228,664 CHF | 229,104 CHF | 98.60% | 98.60% |