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% | 9.09 CHF | 9.11 CHF | 17,200 | 17,200 | 16,963 | 16,963 | 161,848 CHF | 162,188 CHF | 99.94% | 99.94% |
12/07/2024 | 0.23% | 9.53 CHF | 9.55 CHF | 17,600 | 17,600 | 18,000 | 18,000 | 158,929 CHF | 159,289 CHF | 100.00% | 100.00% |
11/07/2024 | 0.21% | 9.01 CHF | 9.03 CHF | 17,200 | 17,200 | 16,941 | 16,941 | 162,137 CHF | 162,475 CHF | 99.96% | 99.96% |
10/07/2024 | 0.11% | 9.29 CHF | 9.30 CHF | 18,200 | 18,200 | 18,388 | 18,388 | 162,639 CHF | 162,823 CHF | 99.99% | 99.99% |
09/07/2024 | 0.22% | 8.77 CHF | 8.79 CHF | 17,600 | 17,600 | 17,336 | 17,336 | 157,814 CHF | 158,161 CHF | 100.00% | 100.00% |
08/07/2024 | 0.21% | 9.21 CHF | 9.23 CHF | 17,600 | 17,600 | 17,539 | 17,539 | 164,504 CHF | 164,855 CHF | 100.00% | 100.00% |
05/07/2024 | 0.22% | 9.08 CHF | 9.10 CHF | 18,000 | 18,000 | 18,000 | 18,000 | 165,354 CHF | 165,714 CHF | 99.80% | 99.80% |
04/07/2024 | 0.22% | 8.82 CHF | 8.84 CHF | 18,200 | 18,200 | 17,986 | 17,986 | 160,644 CHF | 161,004 CHF | 99.49% | 99.49% |
03/07/2024 | 0.11% | 8.88 CHF | 8.89 CHF | 19,300 | 19,300 | 19,190 | 19,190 | 169,870 CHF | 170,061 CHF | 99.49% | 99.49% |
02/07/2024 | 0.13% | 8.12 CHF | 8.13 CHF | 20,300 | 20,300 | 20,536 | 20,536 | 160,420 CHF | 160,626 CHF | 99.97% | 99.97% |