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 | 1.62% | 9.89 CHF | 10.05 CHF | 4,900 | 4,900 | 4,900 | 4,900 | 47,974 CHF | 48,758 CHF | 100.00% | 100.00% |
12/07/2024 | 1.69% | 9.40 CHF | 9.55 CHF | 5,100 | 5,100 | 5,194 | 5,194 | 45,775 CHF | 46,554 CHF | 100.00% | 100.00% |
11/07/2024 | 1.73% | 9.18 CHF | 9.35 CHF | 4,700 | 4,700 | 4,608 | 4,608 | 45,045 CHF | 45,828 CHF | 99.93% | 99.93% |
10/07/2024 | 1.76% | 9.73 CHF | 9.89 CHF | 4,800 | 4,800 | 4,800 | 4,800 | 43,323 CHF | 44,091 CHF | 99.99% | 99.99% |
09/07/2024 | 1.69% | 9.78 CHF | 9.95 CHF | 4,500 | 4,500 | 4,469 | 4,469 | 46,102 CHF | 46,888 CHF | 99.70% | 99.70% |
08/07/2024 | 1.67% | 10.27 CHF | 10.44 CHF | 4,700 | 4,700 | 4,720 | 4,720 | 45,798 CHF | 46,568 CHF | 99.26% | 99.26% |
05/07/2024 | 1.52% | 9.51 CHF | 9.66 CHF | 5,200 | 5,200 | 5,208 | 5,208 | 51,190 CHF | 51,971 CHF | 100.00% | 100.00% |
04/07/2024 | 1.70% | 8.88 CHF | 9.04 CHF | 5,000 | 5,000 | 4,933 | 4,933 | 46,099 CHF | 46,885 CHF | 99.55% | 99.55% |
03/07/2024 | 1.63% | 9.23 CHF | 9.38 CHF | 5,100 | 5,100 | 5,054 | 5,054 | 47,541 CHF | 48,325 CHF | 99.98% | 99.98% |
02/07/2024 | 1.64% | 9.15 CHF | 9.30 CHF | 5,400 | 5,400 | 5,416 | 5,416 | 46,557 CHF | 47,325 CHF | 99.95% | 99.95% |