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 | 0.22% | 8.68 CHF | 8.70 CHF | 18,600 | 18,600 | 18,111 | 18,111 | 161,518 CHF | 161,880 CHF | 99.99% | 99.99% |
12/07/2024 | 0.24% | 8.86 CHF | 8.88 CHF | 19,700 | 19,700 | 19,700 | 19,700 | 165,975 CHF | 166,369 CHF | 99.99% | 99.99% |
11/07/2024 | 0.25% | 8.18 CHF | 8.20 CHF | 20,200 | 20,200 | 20,200 | 20,200 | 162,965 CHF | 163,369 CHF | 99.77% | 99.77% |
10/07/2024 | 0.26% | 7.87 CHF | 7.89 CHF | 20,800 | 20,800 | 20,800 | 20,800 | 158,563 CHF | 158,979 CHF | 99.14% | 99.14% |
09/07/2024 | 0.26% | 7.59 CHF | 7.61 CHF | 20,500 | 20,500 | 20,495 | 20,495 | 159,424 CHF | 159,834 CHF | 99.73% | 99.73% |
08/07/2024 | 0.26% | 7.78 CHF | 7.80 CHF | 21,000 | 21,000 | 21,000 | 21,000 | 161,807 CHF | 162,227 CHF | 99.99% | 99.99% |
05/07/2024 | 0.25% | 7.57 CHF | 7.59 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 159,292 CHF | 159,692 CHF | 99.80% | 99.80% |
04/07/2024 | 0.25% | 8.01 CHF | 8.03 CHF | 20,300 | 20,300 | 20,300 | 20,300 | 161,807 CHF | 162,213 CHF | 100.00% | 100.00% |
03/07/2024 | 0.26% | 7.88 CHF | 7.90 CHF | 20,900 | 20,900 | 20,900 | 20,900 | 163,363 CHF | 163,781 CHF | 100.00% | 100.00% |
02/07/2024 | 0.27% | 7.52 CHF | 7.54 CHF | 20,100 | 20,100 | 20,100 | 20,100 | 149,239 CHF | 149,641 CHF | 99.98% | 99.98% |