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 | 0.21% | 9.24 CHF | 9.25 CHF | 35,580 | 35,580 | 23,767 | 23,767 | 219,678 CHF | 220,098 CHF | 99.60% | 99.60% |
12/07/2024 | 0.21% | 9.30 CHF | 9.31 CHF | 35,360 | 35,360 | 24,084 | 24,084 | 218,837 CHF | 219,263 CHF | 99.99% | 99.99% |
11/07/2024 | 0.20% | 9.24 CHF | 9.25 CHF | 35,430 | 35,430 | 22,884 | 22,884 | 220,957 CHF | 221,360 CHF | 98.88% | 98.88% |
10/07/2024 | 0.20% | 9.63 CHF | 9.64 CHF | 34,280 | 34,280 | 23,036 | 23,036 | 220,145 CHF | 220,554 CHF | 99.82% | 99.82% |
09/07/2024 | 0.21% | 9.43 CHF | 9.44 CHF | 34,770 | 34,770 | 23,560 | 23,560 | 219,516 CHF | 219,932 CHF | 97.68% | 97.68% |
08/07/2024 | 0.22% | 9.08 CHF | 9.09 CHF | 35,900 | 35,900 | 24,252 | 24,252 | 217,291 CHF | 217,721 CHF | 99.50% | 99.50% |
05/07/2024 | 0.21% | 8.98 CHF | 8.99 CHF | 36,210 | 36,210 | 24,025 | 24,025 | 217,787 CHF | 218,212 CHF | 99.74% | 99.74% |
04/07/2024 | 0.33% | 9.05 CHF | 9.08 CHF | 7,200 | 7,200 | 7,124 | 7,124 | 64,478 CHF | 64,692 CHF | 99.16% | 99.16% |
03/07/2024 | 0.23% | 8.88 CHF | 8.89 CHF | 36,550 | 36,550 | 24,916 | 24,916 | 213,916 CHF | 214,361 CHF | 98.23% | 98.23% |
02/07/2024 | 0.22% | 8.59 CHF | 8.60 CHF | 37,380 | 37,380 | 24,782 | 24,782 | 214,581 CHF | 215,020 CHF | 99.53% | 99.53% |