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 | 0.23% | 8.71 CHF | 8.73 CHF | 29,000 | 29,000 | 28,684 | 28,684 | 250,990 CHF | 251,564 CHF | 99.82% | 99.82% |
12/07/2024 | 0.23% | 8.92 CHF | 8.94 CHF | 28,800 | 28,800 | 28,685 | 28,685 | 252,065 CHF | 252,639 CHF | 100.00% | 100.00% |
11/07/2024 | 0.23% | 8.65 CHF | 8.67 CHF | 29,000 | 29,000 | 28,823 | 28,823 | 248,446 CHF | 249,023 CHF | 99.74% | 99.74% |
10/07/2024 | 0.24% | 8.56 CHF | 8.58 CHF | 29,100 | 29,100 | 28,997 | 28,997 | 243,522 CHF | 244,103 CHF | 100.00% | 100.00% |
09/07/2024 | 0.24% | 8.11 CHF | 8.13 CHF | 29,500 | 29,500 | 29,102 | 29,102 | 240,913 CHF | 241,496 CHF | 100.00% | 100.00% |
08/07/2024 | 0.24% | 8.34 CHF | 8.36 CHF | 29,300 | 29,300 | 28,925 | 28,925 | 245,235 CHF | 245,814 CHF | 99.97% | 99.97% |
05/07/2024 | 0.24% | 8.26 CHF | 8.28 CHF | 29,400 | 29,400 | 28,949 | 28,949 | 245,280 CHF | 245,859 CHF | 99.83% | 99.83% |
04/07/2024 | 0.24% | 8.43 CHF | 8.45 CHF | 29,300 | 29,300 | 29,036 | 29,036 | 243,273 CHF | 243,854 CHF | 100.00% | 100.00% |
03/07/2024 | 0.25% | 8.18 CHF | 8.20 CHF | 29,500 | 29,500 | 29,190 | 29,190 | 239,654 CHF | 240,239 CHF | 100.00% | 100.00% |
02/07/2024 | 0.26% | 7.80 CHF | 7.82 CHF | 29,800 | 29,800 | 29,599 | 29,599 | 229,151 CHF | 229,744 CHF | 99.59% | 99.59% |