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 | 0.09% | 10.61 CHF | 10.62 CHF | 10,200 | 10,200 | 10,040 | 10,040 | 115,839 CHF | 115,939 CHF | 99.99% | 99.99% |
12/07/2024 | 0.09% | 11.32 CHF | 11.33 CHF | 10,600 | 10,600 | 10,599 | 10,599 | 122,656 CHF | 122,762 CHF | 100.00% | 100.00% |
11/07/2024 | 0.09% | 10.58 CHF | 10.59 CHF | 11,500 | 11,500 | 11,294 | 11,294 | 125,096 CHF | 125,209 CHF | 99.96% | 99.96% |
10/07/2024 | 0.11% | 9.88 CHF | 9.89 CHF | 12,500 | 12,500 | 12,594 | 12,594 | 115,525 CHF | 115,651 CHF | 100.00% | 100.00% |
09/07/2024 | 0.11% | 9.07 CHF | 9.08 CHF | 12,500 | 12,500 | 12,486 | 12,486 | 116,792 CHF | 116,917 CHF | 99.73% | 99.73% |
08/07/2024 | 0.11% | 9.13 CHF | 9.14 CHF | 13,100 | 13,100 | 13,114 | 13,114 | 118,675 CHF | 118,806 CHF | 99.30% | 99.30% |
05/07/2024 | 0.11% | 8.62 CHF | 8.63 CHF | 12,600 | 12,600 | 12,505 | 12,505 | 113,354 CHF | 113,479 CHF | 99.99% | 99.99% |
04/07/2024 | 0.11% | 9.23 CHF | 9.24 CHF | 13,500 | 13,500 | 13,518 | 13,518 | 121,388 CHF | 121,524 CHF | 99.65% | 99.65% |
03/07/2024 | 0.12% | 8.37 CHF | 8.38 CHF | 13,300 | 13,300 | 13,300 | 13,300 | 112,686 CHF | 112,819 CHF | 100.00% | 100.00% |
02/07/2024 | 0.12% | 8.49 CHF | 8.50 CHF | 13,000 | 13,000 | 13,000 | 13,000 | 106,909 CHF | 107,039 CHF | 99.98% | 99.98% |