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 | 1.11% | 15.09 CHF | 15.11 CHF | 5,600 | 5,600 | 2,466 | 2,466 | 35,437 CHF | 35,690 CHF | 99.97% | 99.97% |
12/07/2024 | 1.14% | 13.88 CHF | 13.90 CHF | 5,900 | 5,900 | 2,680 | 2,680 | 35,601 CHF | 35,869 CHF | 100.00% | 100.00% |
11/07/2024 | 1.15% | 13.23 CHF | 13.25 CHF | 6,200 | 6,200 | 2,784 | 2,784 | 35,350 CHF | 35,621 CHF | 98.92% | 98.92% |
10/07/2024 | 1.12% | 11.87 CHF | 11.89 CHF | 6,400 | 6,400 | 2,868 | 2,868 | 34,459 CHF | 34,725 CHF | 99.99% | 99.99% |
09/07/2024 | 1.13% | 12.28 CHF | 12.30 CHF | 6,200 | 6,200 | 2,806 | 2,806 | 34,910 CHF | 35,185 CHF | 99.73% | 99.73% |
08/07/2024 | 1.14% | 12.68 CHF | 12.70 CHF | 6,200 | 6,200 | 2,814 | 2,814 | 35,569 CHF | 35,844 CHF | 99.28% | 99.28% |
05/07/2024 | 1.14% | 12.70 CHF | 12.72 CHF | 6,000 | 6,000 | 2,693 | 2,693 | 34,534 CHF | 34,803 CHF | 99.95% | 99.95% |
04/07/2024 | 1.30% | 13.16 CHF | 13.29 CHF | 2,400 | 2,400 | 1,917 | 1,917 | 25,195 CHF | 25,508 CHF | 99.50% | 99.50% |
03/07/2024 | 1.14% | 12.88 CHF | 12.90 CHF | 6,200 | 6,200 | 2,800 | 2,800 | 35,535 CHF | 35,810 CHF | 99.78% | 99.78% |
02/07/2024 | 1.12% | 12.63 CHF | 12.65 CHF | 6,100 | 6,100 | 2,829 | 2,829 | 35,687 CHF | 35,959 CHF | 96.02% | 96.02% |