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 | 0.33% | 8.89 CHF | 9.17 CHF | 1,400 | 1,400 | 8,670 | 8,670 | 72,255 CHF | 72,440 CHF | 98.84% | 98.84% |
12/07/2024 | 0.33% | 8.55 CHF | 8.87 CHF | 1,200 | 1,200 | 7,690 | 7,690 | 70,337 CHF | 70,502 CHF | 98.97% | 98.97% |
11/07/2024 | 0.31% | 9.66 CHF | 9.95 CHF | 1,400 | 1,400 | 8,312 | 8,312 | 74,658 CHF | 74,836 CHF | 98.77% | 98.77% |
10/07/2024 | 0.32% | 8.66 CHF | 8.99 CHF | 1,200 | 1,200 | 7,771 | 7,771 | 75,612 CHF | 75,779 CHF | 98.93% | 98.93% |
09/07/2024 | 0.30% | 9.22 CHF | 9.50 CHF | 1,400 | 1,400 | 8,968 | 8,968 | 82,729 CHF | 82,919 CHF | 98.63% | 98.63% |
08/07/2024 | 0.29% | 8.32 CHF | 8.63 CHF | 1,300 | 1,300 | 8,080 | 8,080 | 70,268 CHF | 70,436 CHF | 96.77% | 96.77% |
05/07/2024 | 0.32% | 8.68 CHF | 9.00 CHF | 1,200 | 1,200 | 7,717 | 7,717 | 70,304 CHF | 70,469 CHF | 98.72% | 98.72% |
04/07/2024 | 0.28% | 9.01 CHF | 9.34 CHF | 1,200 | 1,200 | 7,779 | 7,779 | 74,431 CHF | 74,595 CHF | 97.52% | 97.52% |
03/07/2024 | 0.28% | 10.12 CHF | 10.38 CHF | 1,500 | 1,500 | 9,393 | 9,393 | 84,666 CHF | 84,862 CHF | 98.37% | 98.37% |
02/07/2024 | 0.34% | 7.79 CHF | 8.03 CHF | 1,600 | 1,600 | 10,155 | 10,155 | 78,586 CHF | 78,800 CHF | 98.69% | 98.69% |