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 | 75,000 | 75,000 | 75,000 | 75,000 | 652,143 CHF | 652,893 CHF | 98.87% | 98.87% |
12/07/2024 | 0.11% | 8.72 CHF | 8.73 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 654,046 CHF | 654,796 CHF | 99.40% | 99.40% |
11/07/2024 | 0.11% | 8.80 CHF | 8.81 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 685,848 CHF | 686,598 CHF | 98.34% | 98.34% |
10/07/2024 | 0.11% | 9.14 CHF | 9.15 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 683,194 CHF | 683,944 CHF | 99.21% | 99.21% |
09/07/2024 | 0.11% | 9.12 CHF | 9.13 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 682,512 CHF | 683,262 CHF | 97.93% | 97.93% |
08/07/2024 | 0.11% | 9.07 CHF | 9.08 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 682,153 CHF | 682,903 CHF | 99.06% | 99.06% |
05/07/2024 | 0.11% | 9.14 CHF | 9.15 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 666,301 CHF | 667,051 CHF | 99.38% | 99.38% |
04/07/2024 | 0.11% | 8.82 CHF | 8.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 660,702 CHF | 661,452 CHF | 99.41% | 99.41% |
03/07/2024 | 0.11% | 8.77 CHF | 8.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 656,826 CHF | 657,576 CHF | 99.41% | 99.41% |
02/07/2024 | 0.12% | 8.62 CHF | 8.63 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 639,240 CHF | 639,990 CHF | 99.26% | 99.26% |