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 | 1.17% | 9.64 CHF | 9.77 CHF | 6,500 | 6,500 | 6,024 | 6,024 | 66,590 CHF | 67,373 CHF | 99.99% | 99.99% |
12/07/2024 | 1.09% | 11.51 CHF | 11.64 CHF | 5,900 | 5,900 | 5,900 | 5,900 | 70,276 CHF | 71,043 CHF | 100.00% | 100.00% |
11/07/2024 | 0.98% | 11.28 CHF | 11.39 CHF | 7,300 | 7,300 | 7,300 | 7,300 | 81,520 CHF | 82,323 CHF | 99.95% | 99.95% |
10/07/2024 | 1.11% | 9.26 CHF | 9.36 CHF | 7,900 | 7,900 | 7,900 | 7,900 | 70,622 CHF | 71,412 CHF | 99.99% | 99.99% |
09/07/2024 | 1.12% | 9.24 CHF | 9.34 CHF | 7,900 | 7,900 | 7,891 | 7,891 | 70,510 CHF | 71,300 CHF | 99.74% | 99.74% |
08/07/2024 | 1.13% | 8.89 CHF | 8.99 CHF | 8,400 | 8,400 | 8,400 | 8,400 | 73,866 CHF | 74,704 CHF | 99.26% | 99.26% |
05/07/2024 | 1.07% | 8.65 CHF | 8.74 CHF | 8,500 | 8,500 | 8,500 | 8,500 | 72,611 CHF | 73,389 CHF | 99.97% | 99.97% |
04/07/2024 | 0.99% | 8.25 CHF | 8.33 CHF | 9,800 | 9,800 | 9,800 | 9,800 | 79,058 CHF | 79,842 CHF | 99.60% | 99.60% |
03/07/2024 | 1.15% | 6.87 CHF | 6.95 CHF | 10,500 | 10,500 | 10,500 | 10,500 | 72,369 CHF | 73,202 CHF | 100.00% | 100.00% |
02/07/2024 | 1.07% | 6.61 CHF | 6.68 CHF | 10,600 | 10,600 | 10,600 | 10,600 | 68,953 CHF | 69,695 CHF | 99.99% | 99.99% |