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 | 0.54% | 9.28 CHF | 9.33 CHF | 10,500 | 10,500 | 10,513 | 10,513 | 97,470 CHF | 97,996 CHF | 99.99% | 99.99% |
12/07/2024 | 0.78% | 7.24 CHF | 7.30 CHF | 9,200 | 9,200 | 9,200 | 9,200 | 70,822 CHF | 71,374 CHF | 100.00% | 100.00% |
11/07/2024 | 0.87% | 7.94 CHF | 8.01 CHF | 8,000 | 8,000 | 8,060 | 8,060 | 64,985 CHF | 65,549 CHF | 99.78% | 99.78% |
10/07/2024 | 0.73% | 9.12 CHF | 9.19 CHF | 7,600 | 7,600 | 7,600 | 7,600 | 73,084 CHF | 73,616 CHF | 99.99% | 99.99% |
09/07/2024 | 0.76% | 9.84 CHF | 9.91 CHF | 7,700 | 7,700 | 7,691 | 7,691 | 71,013 CHF | 71,552 CHF | 99.72% | 99.72% |
08/07/2024 | 0.65% | 9.65 CHF | 9.71 CHF | 8,400 | 8,400 | 8,400 | 8,400 | 77,863 CHF | 78,367 CHF | 99.98% | 99.98% |
05/07/2024 | 0.71% | 8.90 CHF | 8.96 CHF | 8,900 | 8,900 | 8,690 | 8,690 | 72,945 CHF | 73,467 CHF | 99.80% | 99.80% |
04/07/2024 | 0.71% | 8.55 CHF | 8.61 CHF | 9,100 | 9,100 | 8,998 | 8,998 | 75,866 CHF | 76,406 CHF | 100.00% | 100.00% |
03/07/2024 | 0.73% | 8.43 CHF | 8.49 CHF | 9,200 | 9,200 | 8,974 | 8,974 | 73,514 CHF | 74,053 CHF | 99.99% | 99.99% |
02/07/2024 | 0.72% | 8.34 CHF | 8.40 CHF | 8,600 | 8,600 | 8,657 | 8,657 | 71,734 CHF | 72,253 CHF | 99.98% | 99.98% |