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 | 1.27% | 6.02 CHF | 6.09 CHF | 21,500 | 21,500 | 21,351 | 21,351 | 131,655 CHF | 133,337 CHF | 100.00% | 100.00% |
12/07/2024 | 1.28% | 6.14 CHF | 6.22 CHF | 21,000 | 21,000 | 21,046 | 21,046 | 130,686 CHF | 132,369 CHF | 99.99% | 99.99% |
11/07/2024 | 1.14% | 6.32 CHF | 6.39 CHF | 22,300 | 22,300 | 22,446 | 22,446 | 136,573 CHF | 138,145 CHF | 99.98% | 99.98% |
10/07/2024 | 1.23% | 5.79 CHF | 5.86 CHF | 23,400 | 23,400 | 23,599 | 23,599 | 133,144 CHF | 134,795 CHF | 100.00% | 100.00% |
09/07/2024 | 1.19% | 5.59 CHF | 5.66 CHF | 24,000 | 24,000 | 23,611 | 23,611 | 138,367 CHF | 140,021 CHF | 99.73% | 99.73% |
08/07/2024 | 1.26% | 5.44 CHF | 5.51 CHF | 24,000 | 24,000 | 24,013 | 24,013 | 132,519 CHF | 134,200 CHF | 99.31% | 99.31% |
05/07/2024 | 1.26% | 5.51 CHF | 5.58 CHF | 24,500 | 24,500 | 24,540 | 24,540 | 135,149 CHF | 136,867 CHF | 99.98% | 99.98% |
04/07/2024 | 1.26% | 5.44 CHF | 5.51 CHF | 25,000 | 25,000 | 24,952 | 24,952 | 134,598 CHF | 136,312 CHF | 99.61% | 99.61% |
03/07/2024 | 1.13% | 5.28 CHF | 5.34 CHF | 26,600 | 26,600 | 26,615 | 26,615 | 141,181 CHF | 142,778 CHF | 100.00% | 100.00% |
02/07/2024 | 1.29% | 4.79 CHF | 4.85 CHF | 27,000 | 27,000 | 27,210 | 27,210 | 125,655 CHF | 127,287 CHF | 99.99% | 99.99% |