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 | 0.41% | 9.22 CHF | 9.26 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 38,324 CHF | 38,480 CHF | 99.51% | 99.51% |
12/07/2024 | 0.39% | 9.95 CHF | 9.99 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 38,587 CHF | 38,740 CHF | 99.49% | 99.49% |
11/07/2024 | 0.36% | 9.56 CHF | 9.59 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 36,274 CHF | 36,404 CHF | 99.48% | 99.48% |
10/07/2024 | 0.39% | 8.52 CHF | 8.56 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 33,668 CHF | 33,798 CHF | 99.53% | 99.53% |
09/07/2024 | 0.37% | 8.82 CHF | 8.85 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 35,926 CHF | 36,061 CHF | 99.49% | 99.49% |
08/07/2024 | 0.37% | 9.15 CHF | 9.18 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 37,532 CHF | 37,672 CHF | 99.53% | 99.53% |
05/07/2024 | 0.36% | 9.55 CHF | 9.59 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 38,883 CHF | 39,024 CHF | 99.53% | 99.53% |
04/07/2024 | 0.37% | 9.62 CHF | 9.66 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 37,485 CHF | 37,622 CHF | 99.56% | 99.56% |
03/07/2024 | 0.36% | 9.12 CHF | 9.15 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 36,393 CHF | 36,526 CHF | 99.53% | 99.53% |
02/07/2024 | 0.42% | 8.83 CHF | 8.86 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 35,695 CHF | 35,844 CHF | 99.55% | 99.55% |