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 | 0.71% | 6.96 CHF | 7.01 CHF | 7,300 | 7,300 | 7,271 | 7,271 | 51,187 CHF | 51,550 CHF | 100.00% | 100.00% |
12/07/2024 | 0.69% | 7.30 CHF | 7.35 CHF | 7,300 | 7,300 | 7,316 | 7,316 | 52,500 CHF | 52,866 CHF | 99.98% | 99.98% |
11/07/2024 | 0.68% | 7.26 CHF | 7.31 CHF | 7,400 | 7,400 | 7,404 | 7,404 | 53,924 CHF | 54,294 CHF | 99.80% | 99.80% |
10/07/2024 | 0.69% | 7.06 CHF | 7.11 CHF | 7,400 | 7,400 | 7,328 | 7,328 | 53,182 CHF | 53,549 CHF | 100.00% | 100.00% |
09/07/2024 | 0.68% | 6.94 CHF | 6.99 CHF | 7,100 | 7,100 | 7,034 | 7,034 | 51,197 CHF | 51,549 CHF | 99.73% | 99.73% |
08/07/2024 | 0.62% | 7.64 CHF | 7.69 CHF | 6,600 | 6,600 | 6,600 | 6,600 | 52,839 CHF | 53,169 CHF | 99.98% | 99.98% |
05/07/2024 | 0.62% | 7.99 CHF | 8.04 CHF | 6,800 | 6,800 | 6,777 | 6,777 | 54,262 CHF | 54,601 CHF | 99.80% | 99.80% |
04/07/2024 | 0.65% | 7.81 CHF | 7.86 CHF | 7,100 | 7,100 | 7,107 | 7,107 | 54,649 CHF | 55,004 CHF | 100.00% | 100.00% |
03/07/2024 | 0.55% | 7.45 CHF | 7.49 CHF | 7,600 | 7,600 | 7,615 | 7,615 | 56,371 CHF | 56,682 CHF | 100.00% | 100.00% |
02/07/2024 | 0.60% | 6.78 CHF | 6.82 CHF | 7,700 | 7,700 | 7,707 | 7,707 | 51,519 CHF | 51,828 CHF | 99.98% | 99.98% |